-17.3%
MCHP vs D
+14.9%
-32.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.5% |
| 7D | -19.2% | +0.8% | -20.0% | -19.3% |
| 30D | -18.6% | +10.7% | -29.3% | -20.1% |
| 3M | -26.9% | +2.3% | -29.2% | -27.3% |
| 6M | -37.2% | +12.5% | -49.7% | -38.7% |
| YTD | -1.8% | +20.1% | -21.9% | -5.5% |
| 1Y | +12.1% | +15.6% | -3.4% | +8.7% |
| 3Y | -10.0% | +75.2% | -85.2% | -22.1% |
| 5Y | -17.3% | +14.6% | -31.9% | -19.9% |
| All | -17.3% | +14.9% | -32.2% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling