-13.2%
MCHP vs RVTY
+85.4%
-98.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | +0.2% |
| 7D | +5.7% | -0.5% | +6.2% | +6.0% |
| 30D | -13.4% | +1.5% | -15.0% | -14.0% |
| 3M | -20.1% | +31.5% | -51.6% | -31.2% |
| 6M | -35.5% | +62.7% | -98.2% | -51.3% |
| YTD | -1.6% | +60.0% | -61.5% | -26.9% |
| 1Y | +15.5% | +65.7% | -50.2% | -16.7% |
| 3Y | -13.2% | +85.2% | -98.4% | -37.9% |
| All | -13.2% | +85.4% | -98.6% | -37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling