+10.1%
MCHP vs DOCS
-40.7%
+50.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.3% | +6.3% | +0.1% |
| 7D | +2.8% | -7.3% | +10.1% | +4.0% |
| 30D | -12.8% | -10.9% | -2.0% | -11.4% |
| 3M | -19.2% | +20.3% | -39.5% | -22.2% |
| 6M | +14.5% | -3.6% | +18.2% | +12.9% |
| YTD | +17.1% | -44.9% | +62.0% | +26.1% |
| 1Y | +15.3% | -64.9% | +80.2% | +33.8% |
| 3Y | +0.5% | +7.6% | -7.2% | -7.7% |
| 5Y | +6.1% | -74.0% | +80.0% | +6.1% |
| All | +10.1% | -40.7% | +50.8% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling