+18.1%
MCHP vs DLR
+19.9%
-1.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.7% | +1.6% | +0.1% | +1.1% |
| 30D | -4.1% | -3.4% | -0.7% | -2.7% |
| 3M | -22.5% | +0.5% | -23.0% | -22.6% |
| 6M | +7.3% | +4.6% | +2.7% | +5.2% |
| YTD | +18.4% | +23.4% | -5.0% | +7.2% |
| 1Y | +18.1% | +19.0% | -0.9% | +11.7% |
| All | +18.1% | +19.9% | -1.8% | +11.7% |
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