+317.9%
MCHP vs RUN
-32.6%
+350.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.3% |
| 7D | +0.3% | -1.8% | +2.1% | +0.6% |
| 30D | -9.8% | -10.8% | +1.1% | -8.0% |
| 3M | -19.7% | -30.2% | +10.5% | -14.3% |
| 6M | +13.6% | -22.3% | +35.9% | +17.7% |
| YTD | +16.5% | -52.2% | +68.7% | +28.6% |
| 1Y | +15.7% | -45.1% | +60.8% | +23.0% |
| 3Y | 0.0% | -37.1% | +37.1% | -15.9% |
| 5Y | +4.4% | -80.3% | +84.7% | +1.1% |
| 10Y | +201.4% | +45.2% | +156.2% | +90.1% |
| All | +317.9% | -32.6% | +350.5% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling