-10.8%
MCHP vs DOCN
+74.7%
-85.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +2.5% | -12.5% | -10.7% |
| 7D | -24.6% | -19.2% | -5.4% | -20.1% |
| 30D | -25.2% | -43.1% | +17.8% | -13.8% |
| 3M | -21.1% | -40.7% | +19.6% | -11.3% |
| 6M | -42.7% | -55.0% | +12.3% | -31.6% |
| YTD | -6.9% | +50.6% | -57.5% | -24.1% |
| 1Y | +0.9% | +54.0% | -53.1% | -18.5% |
| 3Y | -16.2% | +203.9% | -220.1% | -47.1% |
| 5Y | -24.1% | -29.4% | +5.2% | -42.2% |
| All | -10.8% | +74.7% | -85.4% | -41.9% |
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