+41,709.6%
MCHP vs RRX
+2,558.9%
+39,150.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.7% |
| 7D | +0.3% | -0.7% | +1.1% | +0.7% |
| 30D | -9.8% | -8.0% | -1.8% | -6.1% |
| 3M | -19.7% | -25.1% | +5.4% | -8.4% |
| 6M | +13.6% | -18.3% | +31.8% | +23.2% |
| YTD | +16.5% | +14.2% | +2.4% | +6.9% |
| 1Y | +15.7% | +13.0% | +2.6% | +6.0% |
| 3Y | 0.0% | +4.2% | -4.2% | -7.3% |
| 5Y | +4.4% | +17.9% | -13.5% | -9.0% |
| 10Y | +201.4% | +220.4% | -19.0% | +69.1% |
| All | +41,709.6% | +2,558.9% | +39,150.7% | +11,222.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling