-2.8%
MCHP vs ROST
+93.5%
-96.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -2.1% | -2.5% | +0.4% | -0.7% |
| 30D | -11.1% | -10.3% | -0.8% | -5.5% |
| 3M | -18.1% | -2.6% | -15.5% | -17.5% |
| 6M | +10.8% | +6.5% | +4.2% | +4.8% |
| YTD | +14.2% | +25.9% | -11.7% | -4.1% |
| 1Y | +13.5% | +52.3% | -38.9% | -17.0% |
| All | -2.8% | +93.5% | -96.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling