-6.0%
MCHP vs DOCN
+88.7%
-94.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.0% | -2.6% | +3.3% |
| 7D | -19.2% | -12.8% | -6.4% | -16.1% |
| 30D | -18.6% | -41.9% | +23.3% | -6.6% |
| 3M | -26.9% | -36.9% | +10.0% | -19.3% |
| 6M | -37.2% | -52.2% | +15.0% | -26.2% |
| YTD | -1.8% | +62.7% | -64.6% | -21.6% |
| 1Y | +12.1% | +58.2% | -46.1% | -9.9% |
| 3Y | -10.0% | +219.5% | -229.5% | -43.9% |
| 5Y | -17.3% | -32.9% | +15.6% | -37.1% |
| All | -6.0% | +88.7% | -94.7% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling