-9.5%
MCHP vs DOCS
-21.3%
+11.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -22.6% | -0.6% | -22.0% | -22.4% |
| 30D | -20.1% | +6.3% | -26.4% | -20.9% |
| 3M | -25.4% | +26.5% | -51.9% | -28.5% |
| 6M | -38.4% | +24.8% | -63.2% | -41.7% |
| YTD | -3.7% | -26.8% | +23.1% | -1.1% |
| 1Y | +11.7% | -38.3% | +50.0% | +18.0% |
| 3Y | -16.1% | +36.0% | -52.2% | -25.7% |
| 5Y | -16.9% | -55.0% | +38.1% | -20.9% |
| All | -9.5% | -21.3% | +11.8% | -12.6% |
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