-15.7%
MCHP vs DOC
-22.1%
+6.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.2% | -13.7% | -13.8% |
| 7D | -20.1% | +6.2% | -26.3% | -22.3% |
| 30D | -20.2% | +6.5% | -26.7% | -22.7% |
| 3M | -16.1% | -6.2% | -9.9% | -13.8% |
| 6M | -33.4% | +25.6% | -59.0% | -41.6% |
| YTD | +3.5% | +32.1% | -28.6% | -12.5% |
| 1Y | +9.5% | +20.3% | -10.8% | -3.0% |
| 3Y | -8.5% | +42.7% | -51.2% | -27.9% |
| 5Y | -15.7% | -22.2% | +6.5% | -2.4% |
| All | -15.7% | -22.1% | +6.4% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling