+3.0%
MCHP vs RRX
+17.8%
-14.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +1.5% |
| 7D | 0.0% | -0.3% | +0.4% | +0.2% |
| 30D | -6.0% | -6.1% | +0.1% | -2.4% |
| 3M | -19.7% | -23.1% | +3.4% | -7.0% |
| 6M | +14.0% | -19.5% | +33.6% | +26.7% |
| YTD | +18.4% | +16.1% | +2.4% | +3.2% |
| 1Y | +17.1% | +12.9% | +4.2% | +2.7% |
| 3Y | +0.7% | +7.9% | -7.2% | -13.5% |
| All | +3.0% | +17.8% | -14.8% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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