+41,709.6%
MCHP vs DHR
+30,338.8%
+11,370.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.3% | -2.4% | +2.8% | +1.7% |
| 30D | -9.8% | -2.2% | -7.6% | -8.9% |
| 3M | -19.7% | +9.0% | -28.7% | -25.0% |
| 6M | +13.6% | +3.5% | +10.1% | +8.4% |
| YTD | +16.5% | -10.1% | +26.7% | +20.0% |
| 1Y | +15.7% | +6.2% | +9.5% | +7.8% |
| 3Y | 0.0% | -5.4% | +5.3% | -0.9% |
| 5Y | +4.4% | -27.9% | +32.3% | +18.6% |
| 10Y | +201.4% | +215.7% | -14.3% | +62.2% |
| All | +41,709.6% | +30,338.8% | +11,370.8% | +2,823.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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