+199.5%
MCHP vs RUN
+42.2%
+157.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | 0.0% | -3.7% | +3.8% | +0.8% |
| 30D | -6.0% | -13.0% | +7.0% | -3.5% |
| 3M | -19.7% | -31.8% | +12.1% | -13.5% |
| 6M | +14.0% | -32.2% | +46.3% | +21.9% |
| YTD | +18.4% | -53.5% | +71.9% | +32.4% |
| 1Y | +17.1% | -46.5% | +63.6% | +25.7% |
| 3Y | +0.7% | -37.6% | +38.3% | -17.5% |
| 5Y | +5.1% | -80.9% | +85.9% | +1.9% |
| All | +199.5% | +42.2% | +157.3% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling