-5.0%
MCHP vs DOCN
+110.0%
-115.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.6% | -6.6% | +0.4% |
| 7D | -17.5% | +3.7% | -21.3% | -18.3% |
| 30D | -15.8% | -33.7% | +17.8% | -6.9% |
| 3M | -22.9% | -27.9% | +5.0% | -17.7% |
| 6M | -36.6% | -46.4% | +9.9% | -27.7% |
| YTD | -0.8% | +81.1% | -81.9% | -23.1% |
| 1Y | +16.5% | +74.3% | -57.8% | -8.8% |
| 3Y | -13.6% | +245.8% | -259.4% | -47.3% |
| 5Y | -17.0% | -23.7% | +6.7% | -38.9% |
| All | -5.0% | +110.0% | -115.0% | -41.2% |
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