+3.0%
MCHP vs RVMD
+576.1%
-573.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | 0.0% | -3.0% | +3.0% | +0.7% |
| 30D | -6.0% | -0.7% | -5.3% | -5.9% |
| 3M | -19.7% | +36.5% | -56.2% | -24.5% |
| 6M | +14.0% | +104.6% | -90.6% | -3.4% |
| YTD | +18.4% | +155.8% | -137.4% | -6.1% |
| 1Y | +17.1% | +340.7% | -323.6% | -18.4% |
| 3Y | +0.7% | +519.9% | -519.2% | -37.8% |
| All | +3.0% | +576.1% | -573.1% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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