+130.8%
MCHP vs D
+48.1%
+82.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -22.6% | +2.4% | -24.9% | -23.1% |
| 30D | -20.1% | +10.9% | -31.1% | -22.8% |
| 3M | -25.4% | +2.8% | -28.3% | -26.2% |
| 6M | -38.4% | +12.7% | -51.1% | -41.0% |
| YTD | -3.7% | +20.3% | -24.0% | -9.9% |
| 1Y | +11.7% | +17.1% | -5.4% | +5.3% |
| 3Y | -16.1% | +75.1% | -91.3% | -32.8% |
| 5Y | -16.9% | +13.1% | -30.0% | -22.6% |
| All | +130.8% | +48.1% | +82.7% | +103.5% |
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