+799.2%
MCHP vs DLR
+3,617.4%
-2,818.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +2.8% | +3.4% | -0.6% | +1.5% |
| 30D | -12.8% | -2.2% | -10.6% | -12.1% |
| 3M | -19.2% | +4.7% | -23.9% | -21.0% |
| 6M | +14.5% | +9.0% | +5.5% | +10.4% |
| YTD | +17.1% | +24.1% | -7.0% | +7.2% |
| 1Y | +15.3% | +20.9% | -5.6% | +6.5% |
| 3Y | +0.5% | +60.0% | -59.6% | -16.3% |
| 5Y | +6.1% | +35.3% | -29.2% | -8.0% |
| 10Y | +192.2% | +165.8% | +26.5% | +95.2% |
| All | +799.2% | +3,617.4% | -2,818.2% | +157.7% |
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 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