+22.3%
DIS vs MCHP
+193.2%
-170.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -3.5% | +0.3% | -3.9% | -3.6% |
| 30D | +1.0% | -9.8% | +10.7% | +3.8% |
| 3M | +5.7% | -19.7% | +25.4% | +10.5% |
| 6M | +3.3% | +13.6% | -10.3% | -3.8% |
| YTD | -7.7% | +16.5% | -24.3% | -15.4% |
| 1Y | -10.0% | +15.7% | -25.6% | -17.9% |
| 3Y | +31.7% | 0.0% | +31.8% | +17.9% |
| 5Y | -42.2% | +4.4% | -46.6% | -50.7% |
| 10Y | +22.3% | +201.4% | -179.1% | -27.9% |
| All | +22.3% | +193.2% | -170.8% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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