-18.6%
DRAM vs MCHP
-36.0%
+17.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.0% | +7.4% | +7.4% |
| 7D | -0.6% | -17.5% | +17.0% | +21.3% |
| 30D | -18.0% | -15.8% | -2.2% | -2.1% |
| 3M | -11.9% | -22.9% | +11.0% | +15.3% |
| 6M | -18.6% | -36.6% | +18.0% | +41.5% |
| All | -18.6% | -36.0% | +17.4% | +41.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling