+199.5%
MCHP vs DD
+66.6%
+132.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +3.9% | +3.8% |
| 7D | 0.0% | -3.5% | +3.5% | +2.5% |
| 30D | -6.0% | -11.7% | +5.6% | +2.4% |
| 3M | -19.7% | -9.2% | -10.5% | -14.1% |
| 6M | +14.0% | -7.2% | +21.2% | +19.8% |
| YTD | +18.4% | +6.6% | +11.8% | +12.8% |
| 1Y | +17.1% | +32.0% | -14.9% | -4.7% |
| 3Y | +0.7% | +42.1% | -41.4% | -21.8% |
| 5Y | +5.1% | +58.1% | -53.0% | -24.2% |
| All | +199.5% | +66.6% | +132.9% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling