+1.4%
MCHP vs RRC
+150.0%
-148.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -2.1% | -1.2% | -0.9% | -1.8% |
| 30D | -11.1% | +3.0% | -14.1% | -11.8% |
| 3M | -18.1% | +7.3% | -25.4% | -19.9% |
| 6M | +10.8% | +3.6% | +7.2% | +8.6% |
| YTD | +14.2% | +19.4% | -5.1% | +7.4% |
| 1Y | +13.5% | +21.4% | -8.0% | +5.7% |
| 3Y | -2.0% | +32.8% | -34.8% | -10.8% |
| 5Y | +1.4% | +152.0% | -150.6% | -19.2% |
| All | +1.4% | +150.0% | -148.6% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling