+3.0%
MCHP vs DE
+97.2%
-94.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | 0.0% | -2.6% | +2.6% | +1.5% |
| 30D | -6.0% | +9.0% | -15.1% | -10.9% |
| 3M | -19.7% | +19.1% | -38.8% | -27.6% |
| 6M | +14.0% | +14.4% | -0.4% | +5.1% |
| YTD | +18.4% | +45.9% | -27.5% | -5.9% |
| 1Y | +17.1% | +43.6% | -26.5% | -6.4% |
| 3Y | +0.7% | +75.9% | -75.2% | -27.5% |
| All | +3.0% | +97.2% | -94.2% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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