+35,479.1%
MCHP vs D
+1,369.3%
+34,109.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.4% | +3.1% |
| 7D | -17.5% | -2.4% | -15.1% | -16.8% |
| 30D | -15.8% | +9.0% | -24.8% | -18.5% |
| 3M | -22.9% | +1.0% | -23.8% | -23.3% |
| 6M | -36.6% | +11.0% | -47.6% | -39.3% |
| YTD | -0.8% | +19.8% | -20.6% | -7.8% |
| 1Y | +16.5% | +16.0% | +0.6% | +9.4% |
| 3Y | -13.6% | +74.4% | -88.0% | -31.5% |
| 5Y | -17.0% | +13.5% | -30.6% | -24.1% |
| 10Y | +137.7% | +48.4% | +89.3% | +91.7% |
| All | +35,479.1% | +1,369.3% | +34,109.8% | +13,882.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling