+0.9%
MCHP vs DOC
+20.9%
-20.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.7% | -10.7% | -10.0% |
| 7D | -24.6% | +6.5% | -31.0% | -24.8% |
| 30D | -25.2% | +9.2% | -34.4% | -25.6% |
| 3M | -21.1% | -2.5% | -18.6% | -20.8% |
| 6M | -42.7% | +7.1% | -49.8% | -43.2% |
| YTD | -6.9% | +33.0% | -39.9% | -5.8% |
| 1Y | +0.9% | +23.3% | -22.4% | -5.7% |
| All | +0.9% | +20.9% | -20.0% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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