+887.9%
DIS vs MCHP
+41,329.5%
-40,441.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.0% |
| 7D | -2.6% | +1.7% | -4.3% | -2.9% |
| 30D | +3.5% | -4.1% | +7.6% | +4.0% |
| 3M | +6.8% | -22.5% | +29.3% | +11.2% |
| 6M | +3.0% | +7.3% | -4.3% | -0.6% |
| YTD | -6.7% | +18.4% | -25.1% | -12.3% |
| 1Y | -10.1% | +18.1% | -28.2% | -15.9% |
| 3Y | +33.0% | -2.8% | +35.8% | +25.2% |
| 5Y | -40.0% | +5.5% | -45.5% | -45.4% |
| 10Y | +21.1% | +185.8% | -164.8% | -13.8% |
| All | +887.9% | +41,329.5% | -40,441.6% | +300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling