-36.6%
MCHP vs D
+11.4%
-47.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +2.9% |
| 7D | -17.5% | -2.4% | -15.1% | -17.7% |
| 30D | -15.8% | +9.0% | -24.8% | -15.0% |
| 3M | -22.9% | +1.0% | -23.8% | -22.1% |
| 6M | -36.6% | +11.0% | -47.6% | -36.3% |
| All | -36.6% | +11.4% | -47.9% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling