+2,775.3%
MCHP vs DGX
+8,631.6%
-5,856.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.3% |
| 7D | -2.1% | -3.5% | +1.4% | -0.9% |
| 30D | -11.1% | -2.7% | -8.4% | -10.3% |
| 3M | -18.1% | +13.9% | -32.0% | -22.2% |
| 6M | +10.8% | +16.0% | -5.2% | +4.1% |
| YTD | +14.2% | +34.9% | -20.7% | +1.7% |
| 1Y | +13.5% | +30.6% | -17.1% | +1.8% |
| 3Y | -2.0% | +93.0% | -95.0% | -24.0% |
| 5Y | +1.4% | +64.4% | -63.0% | -17.3% |
| 10Y | +195.5% | +248.1% | -52.6% | +85.3% |
| All | +2,775.3% | +8,631.6% | -5,856.3% | +720.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling