+42,373.8%
MCHP vs D
+1,321.4%
+41,052.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +1.9% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | -4.1% | -3.6% | -0.5% | -2.8% |
| 3M | -22.5% | -1.0% | -21.5% | -22.4% |
| 6M | +7.3% | +6.3% | +1.0% | +4.4% |
| YTD | +18.4% | +14.7% | +3.7% | +12.1% |
| 1Y | +18.1% | +16.9% | +1.2% | +10.6% |
| 3Y | -2.8% | +56.8% | -59.6% | -19.9% |
| 5Y | +5.5% | +5.2% | +0.3% | -0.7% |
| 10Y | +185.8% | +35.9% | +150.0% | +138.5% |
| All | +42,373.8% | +1,321.4% | +41,052.5% | +16,828.4% |
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