+32.9%
DIS vs MCHP
+140.4%
-107.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | -0.4% |
| 7D | +0.6% | -17.5% | +18.1% | +5.5% |
| 30D | +10.3% | -15.8% | +26.1% | +14.7% |
| 3M | +15.6% | -22.9% | +38.4% | +22.6% |
| 6M | +15.1% | -36.6% | +51.7% | +26.8% |
| YTD | +6.0% | -0.8% | +6.8% | +0.4% |
| 1Y | +5.7% | +16.5% | -10.8% | -5.2% |
| 3Y | +39.8% | -13.6% | +53.4% | +29.1% |
| 5Y | -23.9% | -17.0% | -6.9% | -31.3% |
| 10Y | +32.9% | +137.7% | -104.7% | -16.1% |
| All | +32.9% | +140.4% | -107.4% | -16.1% |
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