+15.7%
MCHP vs D
+17.3%
-1.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.6% |
| 7D | +0.3% | -0.4% | +0.8% | +0.3% |
| 30D | -9.8% | -2.1% | -7.7% | -9.9% |
| 3M | -19.7% | -0.7% | -19.0% | -19.7% |
| 6M | +13.6% | +5.6% | +8.0% | +13.7% |
| YTD | +16.5% | +14.6% | +2.0% | +20.4% |
| 1Y | +15.7% | +15.3% | +0.3% | +20.8% |
| All | +15.7% | +17.3% | -1.6% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling