+50.9%
MCHP vs RVMD
+636.2%
-585.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +0.3% | -0.7% | +1.1% | +0.5% |
| 30D | -9.8% | +0.3% | -10.1% | -9.9% |
| 3M | -19.7% | +38.9% | -58.6% | -25.2% |
| 6M | +13.6% | +108.1% | -94.6% | -5.6% |
| YTD | +16.5% | +160.7% | -144.2% | -9.7% |
| 1Y | +15.7% | +407.3% | -391.6% | -24.1% |
| 3Y | 0.0% | +546.6% | -546.6% | -41.2% |
| 5Y | +4.4% | +579.8% | -575.4% | -44.5% |
| All | +50.9% | +636.2% | -585.3% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling