-13.2%
MCHP vs DLR
+54.1%
-67.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.6% |
| 7D | +5.7% | +3.3% | +2.4% | +3.6% |
| 30D | -13.4% | +4.6% | -18.0% | -15.3% |
| 3M | -20.1% | -8.3% | -11.9% | -15.6% |
| 6M | -35.5% | -5.6% | -29.9% | -33.4% |
| YTD | -1.6% | +18.7% | -20.3% | -12.9% |
| 1Y | +15.5% | +17.1% | -1.6% | +3.2% |
| 3Y | -13.2% | +54.4% | -67.5% | -36.0% |
| All | -13.2% | +54.1% | -67.3% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling