-41.5%
DIS vs MCHP
+5.2%
-46.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | 0.0% |
| 7D | -1.1% | +2.8% | -3.9% | -1.8% |
| 30D | +0.1% | -12.8% | +13.0% | +3.6% |
| 3M | +7.1% | -19.2% | +26.3% | +11.5% |
| 6M | +4.3% | +14.5% | -10.3% | -3.0% |
| YTD | -6.9% | +17.1% | -24.1% | -14.7% |
| 1Y | -10.3% | +15.3% | -25.6% | -18.0% |
| 3Y | +32.8% | +0.5% | +32.4% | +17.7% |
| 5Y | -41.5% | +6.1% | -47.6% | -52.5% |
| All | -41.5% | +5.2% | -46.6% | -52.5% |
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