+42,373.8%
MCHP vs DOC
+1,094.5%
+41,279.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.3% | +2.1% |
| 7D | +1.7% | -1.5% | +3.2% | +2.2% |
| 30D | -4.1% | -4.8% | +0.7% | -2.4% |
| 3M | -22.5% | +6.9% | -29.4% | -24.7% |
| 6M | +7.3% | +20.7% | -13.5% | -0.6% |
| YTD | +18.4% | +34.1% | -15.8% | +5.4% |
| 1Y | +18.1% | +22.6% | -4.5% | +8.2% |
| 3Y | -2.8% | +20.8% | -23.6% | -11.0% |
| 5Y | +5.5% | -24.9% | +30.4% | +13.0% |
| 10Y | +185.8% | -1.8% | +187.6% | +171.1% |
| All | +42,373.8% | +1,094.5% | +41,279.4% | +17,556.0% |
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