+4.4%
MCHP vs RVTY
-34.2%
+38.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.9% |
| 7D | +0.3% | -5.4% | +5.8% | +3.4% |
| 30D | -9.8% | +6.7% | -16.5% | -13.1% |
| 3M | -19.7% | +19.0% | -38.7% | -28.0% |
| 6M | +13.6% | +34.6% | -21.1% | -6.4% |
| YTD | +16.5% | +28.3% | -11.7% | -2.3% |
| 1Y | +15.7% | +46.0% | -30.3% | -11.3% |
| 3Y | 0.0% | +16.9% | -16.9% | -13.7% |
| 5Y | +4.4% | -32.9% | +37.3% | +19.7% |
| All | +4.4% | -34.2% | +38.6% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling