-5.7%
MCHP vs DOCN
+108.0%
-113.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | +0.5% |
| 7D | +5.7% | +19.1% | -13.4% | +0.8% |
| 30D | -13.4% | -21.0% | +7.6% | -8.3% |
| 3M | -20.1% | -34.7% | +14.6% | -12.4% |
| 6M | -35.5% | -45.8% | +10.3% | -26.7% |
| YTD | -1.6% | +79.4% | -80.9% | -23.5% |
| 1Y | +15.5% | +91.0% | -75.5% | -11.9% |
| 3Y | -13.2% | +237.5% | -250.6% | -46.7% |
| 5Y | -17.5% | -30.4% | +12.9% | -38.4% |
| All | -5.7% | +108.0% | -113.7% | -41.5% |
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