+6.0%
MCHP vs DOC
-24.5%
+30.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.3% | +2.3% |
| 7D | +1.7% | -1.5% | +3.2% | +2.4% |
| 30D | -4.1% | -4.8% | +0.7% | -1.9% |
| 3M | -22.5% | +6.9% | -29.4% | -25.5% |
| 6M | +7.3% | +20.7% | -13.5% | -3.5% |
| YTD | +18.4% | +34.1% | -15.8% | +0.2% |
| 1Y | +18.1% | +22.6% | -4.5% | +4.1% |
| 3Y | -2.8% | +20.8% | -23.6% | -14.8% |
| All | +6.0% | -24.5% | +30.6% | +14.4% |
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