+655.8%
MCHP vs DLR
+3,455.1%
-2,799.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | +5.7% | +3.3% | +2.4% | +4.4% |
| 30D | -13.4% | +4.6% | -18.0% | -14.6% |
| 3M | -20.1% | -8.3% | -11.9% | -17.2% |
| 6M | -35.5% | -5.6% | -29.9% | -34.2% |
| YTD | -1.6% | +18.7% | -20.3% | -8.0% |
| 1Y | +15.5% | +17.1% | -1.6% | +8.5% |
| 3Y | -13.2% | +54.4% | -67.5% | -26.4% |
| 5Y | -17.5% | +36.5% | -53.9% | -28.1% |
| 10Y | +136.0% | +187.7% | -51.7% | +54.6% |
| All | +655.8% | +3,455.1% | -2,799.3% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling