+41,921.4%
MCHP vs RVTY
+1,583.3%
+40,338.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.1% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | -12.8% | +10.8% | -23.7% | -16.6% |
| 3M | -19.2% | +26.8% | -46.0% | -27.4% |
| 6M | +14.5% | +39.3% | -24.8% | -1.9% |
| YTD | +17.1% | +31.6% | -14.5% | +2.1% |
| 1Y | +15.3% | +47.7% | -32.4% | -4.6% |
| 3Y | +0.5% | +19.9% | -19.5% | -9.9% |
| 5Y | +6.1% | -32.3% | +38.4% | +18.5% |
| 10Y | +192.2% | +138.4% | +53.8% | +104.8% |
| All | +41,921.4% | +1,583.3% | +40,338.2% | +15,043.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling