+41,921.4%
MCHP vs DD
+1,144.1%
+40,777.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | -12.8% | -7.4% | -5.4% | -9.6% |
| 3M | -19.2% | -6.4% | -12.8% | -16.6% |
| 6M | +14.5% | -2.5% | +17.0% | +16.0% |
| YTD | +17.1% | +10.2% | +6.9% | +12.1% |
| 1Y | +15.3% | +36.9% | -21.6% | -0.5% |
| 3Y | +0.5% | +47.0% | -46.6% | -14.9% |
| 5Y | +6.1% | +63.1% | -57.1% | -13.7% |
| 10Y | +192.2% | +68.2% | +124.1% | +126.5% |
| All | +41,921.4% | +1,144.1% | +40,777.3% | +14,989.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling