+42,373.8%
MCHP vs D
+1,321.4%
+41,052.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.6% |
| 7D | +1.7% | +1.5% | +0.2% | +1.2% |
| 30D | -4.1% | -2.6% | -1.5% | -3.2% |
| 3M | -22.5% | 0.0% | -22.5% | -22.7% |
| 6M | +7.3% | +7.4% | -0.1% | +4.1% |
| YTD | +18.4% | +15.9% | +2.5% | +11.7% |
| 1Y | +18.1% | +18.1% | 0.0% | +10.2% |
| 3Y | -2.8% | +58.4% | -61.2% | -20.2% |
| 5Y | +5.5% | +5.2% | +0.3% | -0.7% |
| 10Y | +185.8% | +35.9% | +150.0% | +138.6% |
| All | +42,373.8% | +1,321.4% | +41,052.5% | +16,834.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling