-29.8%
DIS vs MCHP
-18.5%
-11.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.4% | -3.4% | +0.7% |
| 7D | +5.3% | -19.2% | +24.5% | +10.3% |
| 30D | +10.2% | -18.6% | +28.8% | +15.1% |
| 3M | +13.5% | -26.9% | +40.5% | +21.3% |
| 6M | +11.1% | -37.2% | +48.4% | +21.7% |
| YTD | +5.5% | -1.8% | +7.3% | 0.0% |
| 1Y | +9.1% | +12.1% | -3.0% | -1.2% |
| 3Y | +36.0% | -10.0% | +46.0% | +21.6% |
| 5Y | -29.8% | -17.3% | -12.6% | -40.8% |
| All | -29.8% | -18.5% | -11.4% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling