+41,709.6%
MCHP vs DE
+14,864.3%
+26,845.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.3% | -3.0% | +3.4% | +1.7% |
| 30D | -9.8% | +11.1% | -20.9% | -14.1% |
| 3M | -19.7% | +17.6% | -37.3% | -25.3% |
| 6M | +13.6% | +13.6% | 0.0% | +7.2% |
| YTD | +16.5% | +46.3% | -29.7% | -1.8% |
| 1Y | +15.7% | +44.2% | -28.5% | -2.1% |
| 3Y | 0.0% | +76.6% | -76.6% | -22.2% |
| 5Y | +4.4% | +98.2% | -93.8% | -24.0% |
| 10Y | +201.4% | +863.5% | -662.1% | +19.4% |
| All | +41,709.6% | +14,864.3% | +26,845.3% | +6,207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling