+29.9%
MCHP vs DOCS
-47.4%
+77.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.6% | -4.0% |
| 7D | -5.4% | +1.2% | -6.6% | -5.5% |
| 30D | -7.5% | +21.3% | -28.9% | -9.7% |
| 3M | -6.0% | +58.4% | -64.4% | -12.4% |
| 6M | -20.1% | +39.3% | -59.4% | -24.3% |
| YTD | +20.2% | -21.7% | +42.0% | +32.1% |
| 1Y | +29.9% | -47.3% | +77.3% | +69.9% |
| All | +29.9% | -47.4% | +77.4% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling