-2.8%
MCHP vs RTX
+162.3%
-165.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -2.1% | -2.0% | -0.1% | -1.6% |
| 30D | -11.1% | -11.2% | +0.1% | -8.5% |
| 3M | -18.1% | +12.0% | -30.1% | -21.5% |
| 6M | +10.8% | -3.6% | +14.4% | +11.7% |
| YTD | +14.2% | +9.2% | +5.0% | +9.7% |
| 1Y | +13.5% | +29.7% | -16.3% | +1.6% |
| All | -2.8% | +162.3% | -165.1% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 3y: compounded portfolio wealth divided by compounded RTX 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…
3y analysis · Full analysis span regression · 6 months rolling