+134.5%
MCHP vs D
+48.0%
+86.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +5.7% | -1.4% | +7.1% | +6.1% |
| 30D | -13.4% | +7.7% | -21.2% | -15.5% |
| 3M | -20.1% | -0.3% | -19.8% | -20.2% |
| 6M | -35.5% | +10.1% | -45.6% | -37.8% |
| YTD | -1.6% | +19.1% | -20.6% | -7.6% |
| 1Y | +15.5% | +15.9% | -0.4% | +9.1% |
| 3Y | -13.2% | +75.0% | -88.2% | -30.6% |
| 5Y | -17.5% | +13.4% | -30.8% | -23.3% |
| All | +134.5% | +48.0% | +86.5% | +105.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling