+29.9%
MCHP vs DLR
+11.0%
+19.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -4.5% |
| 7D | -5.4% | +2.8% | -8.2% | -6.7% |
| 30D | -7.5% | +2.8% | -10.3% | -8.8% |
| 3M | -6.0% | -4.0% | -2.1% | -4.6% |
| 6M | -20.1% | -5.6% | -14.5% | -17.5% |
| YTD | +20.2% | +21.9% | -1.7% | +8.4% |
| 1Y | +29.9% | +13.0% | +16.9% | +22.5% |
| All | +29.9% | +11.0% | +19.0% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling