-16.2%
MCHP vs DOC
+44.2%
-60.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.7% | -10.7% | -10.3% |
| 7D | -24.6% | +6.5% | -31.0% | -26.3% |
| 30D | -25.2% | +9.2% | -34.4% | -27.8% |
| 3M | -21.1% | -2.5% | -18.6% | -20.4% |
| 6M | -42.7% | +7.1% | -49.8% | -44.8% |
| YTD | -6.9% | +33.0% | -39.9% | -19.6% |
| 1Y | +0.9% | +23.3% | -22.4% | -10.0% |
| 3Y | -16.2% | +44.9% | -61.2% | -31.2% |
| All | -16.2% | +44.2% | -60.4% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling