-13.2%
MCHP vs DD
+88.8%
-102.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | +5.7% | +5.0% | +0.8% | +1.4% |
| 30D | -13.4% | +19.7% | -33.1% | -25.8% |
| 3M | -20.1% | +7.2% | -27.3% | -24.8% |
| 6M | -35.5% | +1.0% | -36.6% | -36.1% |
| YTD | -1.6% | +29.1% | -30.7% | -22.3% |
| 1Y | +15.5% | +28.5% | -13.0% | -8.4% |
| 3Y | -13.2% | +89.4% | -102.6% | -54.1% |
| All | -13.2% | +88.8% | -102.0% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling