+4.4%
MCHP vs DAR
-8.0%
+12.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -9.8% | +7.4% | -17.2% | -12.4% |
| 3M | -19.7% | +15.7% | -35.4% | -24.5% |
| 6M | +13.6% | +30.0% | -16.5% | +1.9% |
| YTD | +16.5% | +87.5% | -71.0% | -9.1% |
| 1Y | +15.7% | +113.4% | -97.7% | -14.8% |
| 3Y | 0.0% | +15.3% | -15.3% | -11.5% |
| 5Y | +4.4% | -4.3% | +8.7% | -4.8% |
| All | +4.4% | -8.0% | +12.4% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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