+199.5%
MCHP vs DGX
+255.3%
-55.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.9% |
| 7D | 0.0% | -0.9% | +0.9% | +0.5% |
| 30D | -6.0% | -1.2% | -4.9% | -5.5% |
| 3M | -19.7% | +15.8% | -35.5% | -25.8% |
| 6M | +14.0% | +18.2% | -4.1% | +3.7% |
| YTD | +18.4% | +37.2% | -18.8% | -0.4% |
| 1Y | +17.1% | +30.4% | -13.2% | +0.5% |
| 3Y | +0.7% | +96.7% | -96.0% | -31.6% |
| 5Y | +5.1% | +67.2% | -62.1% | -23.3% |
| All | +199.5% | +255.3% | -55.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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