+41,921.4%
MCHP vs ROST
+47,685.0%
-5,763.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +2.8% | +0.2% | +2.5% | +2.7% |
| 30D | -12.8% | -10.0% | -2.9% | -10.0% |
| 3M | -19.2% | +1.2% | -20.4% | -19.8% |
| 6M | +14.5% | +8.9% | +5.6% | +11.0% |
| YTD | +17.1% | +28.1% | -10.9% | +7.6% |
| 1Y | +15.3% | +53.0% | -37.6% | +0.1% |
| 3Y | +0.5% | +97.9% | -97.4% | -19.5% |
| 5Y | +6.1% | +112.0% | -105.9% | -18.1% |
| 10Y | +192.2% | +303.0% | -110.7% | +86.6% |
| All | +41,921.4% | +47,685.0% | -5,763.6% | +11,345.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling