-17.0%
MCHP vs DOCN
-21.6%
+4.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.6% | -6.6% | +0.3% |
| 7D | -17.5% | +3.7% | -21.3% | -18.4% |
| 30D | -15.8% | -33.7% | +17.8% | -6.5% |
| 3M | -22.9% | -27.9% | +5.0% | -17.5% |
| 6M | -36.6% | -46.4% | +9.9% | -27.3% |
| YTD | -0.8% | +81.1% | -81.9% | -24.5% |
| 1Y | +16.5% | +74.3% | -57.8% | -10.3% |
| 3Y | -13.6% | +245.8% | -259.4% | -49.4% |
| 5Y | -17.0% | -23.7% | +6.7% | -41.3% |
| All | -17.0% | -21.6% | +4.5% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling