+14.5%
MCHP vs DOCS
-37.2%
+51.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -4.3% | +0.1% | -4.3% | -4.2% |
| 30D | -16.3% | +8.7% | -25.0% | -17.0% |
| 3M | -21.4% | +32.9% | -54.2% | -23.9% |
| 6M | -35.8% | +25.5% | -61.3% | -38.2% |
| YTD | -0.9% | -25.0% | +24.1% | +7.6% |
| 1Y | +14.5% | -34.9% | +49.4% | +29.8% |
| All | +14.5% | -37.2% | +51.8% | +29.8% |
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