+199.5%
MCHP vs DG
+101.8%
+97.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.4% |
| 7D | 0.0% | -6.5% | +6.5% | +1.6% |
| 30D | -6.0% | +4.2% | -10.2% | -7.0% |
| 3M | -19.7% | +9.5% | -29.2% | -22.0% |
| 6M | +14.0% | -13.1% | +27.2% | +17.0% |
| YTD | +18.4% | -4.8% | +23.3% | +18.5% |
| 1Y | +17.1% | +20.6% | -3.5% | +9.7% |
| 3Y | +0.7% | +4.9% | -4.2% | -7.5% |
| 5Y | +5.1% | -37.9% | +43.0% | +16.2% |
| All | +199.5% | +101.8% | +97.7% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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