+18.1%
MCHP vs RUN
-46.2%
+64.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +1.7% | +1.3% | +0.4% | +1.4% |
| 30D | -4.1% | -15.3% | +11.2% | -1.1% |
| 3M | -22.5% | -40.0% | +17.5% | -16.0% |
| 6M | +7.3% | -27.0% | +34.2% | +12.7% |
| YTD | +18.4% | -51.7% | +70.1% | +26.9% |
| 1Y | +18.1% | -45.9% | +64.0% | +25.9% |
| All | +18.1% | -46.2% | +64.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling