+188.9%
MCHP vs RVTY
+139.0%
+49.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -0.5% |
| 7D | -2.1% | -7.4% | +5.3% | +2.7% |
| 30D | -11.1% | +4.5% | -15.6% | -13.8% |
| 3M | -18.1% | +19.5% | -37.6% | -27.9% |
| 6M | +10.8% | +34.1% | -23.3% | -11.0% |
| YTD | +14.2% | +25.3% | -11.0% | -5.3% |
| 1Y | +13.5% | +47.0% | -33.5% | -16.4% |
| 3Y | -2.0% | +14.1% | -16.1% | -16.8% |
| 5Y | +1.4% | -34.6% | +36.0% | +22.9% |
| All | +188.9% | +139.0% | +49.9% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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