+37,036.7%
MCHP vs DOC
+1,076.0%
+35,960.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.2% | -13.7% | -13.8% |
| 7D | -20.1% | +6.2% | -26.3% | -21.8% |
| 30D | -20.2% | +6.5% | -26.7% | -22.1% |
| 3M | -16.1% | -6.2% | -9.9% | -14.5% |
| 6M | -33.4% | +25.6% | -59.0% | -39.2% |
| YTD | +3.5% | +32.1% | -28.6% | -7.6% |
| 1Y | +9.5% | +20.3% | -10.8% | +0.7% |
| 3Y | -8.5% | +42.7% | -51.2% | -21.0% |
| 5Y | -15.7% | -22.2% | +6.5% | -10.8% |
| 10Y | +160.2% | +16.5% | +143.6% | +134.1% |
| All | +37,036.7% | +1,076.0% | +35,960.7% | +15,376.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling