+759.6%
MCHP vs DG
+577.8%
+181.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.2% |
| 7D | +2.8% | -2.5% | +5.2% | +3.3% |
| 30D | -12.8% | +1.0% | -13.8% | -13.1% |
| 3M | -19.2% | +20.3% | -39.5% | -23.0% |
| 6M | +14.5% | -11.7% | +26.3% | +16.9% |
| YTD | +17.1% | -2.3% | +19.4% | +16.5% |
| 1Y | +15.3% | +20.0% | -4.7% | +8.7% |
| 3Y | +0.5% | +7.2% | -6.8% | -7.4% |
| 5Y | +6.1% | -37.9% | +44.0% | +13.6% |
| 10Y | +192.2% | +107.3% | +84.9% | +133.7% |
| All | +759.6% | +577.8% | +181.8% | +402.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling