+3.0%
MCHP vs RSG
+89.9%
-86.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -6.0% | +4.0% | -10.0% | -6.9% |
| 3M | -19.7% | +7.4% | -27.1% | -21.7% |
| 6M | +14.0% | +0.1% | +13.9% | +13.5% |
| YTD | +18.4% | +6.0% | +12.4% | +15.1% |
| 1Y | +17.1% | -3.0% | +20.1% | +17.8% |
| 3Y | +0.7% | +56.5% | -55.8% | -21.3% |
| All | +3.0% | +89.9% | -86.9% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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