-6.9%
MCHP vs DOCS
+50.6%
-57.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.3% | -9.6% | -13.3% |
| 7D | -20.1% | -1.3% | -18.7% | -19.9% |
| 30D | -20.2% | +19.4% | -39.6% | -22.1% |
| 3M | -16.1% | +53.4% | -69.5% | -21.4% |
| 6M | -33.4% | +28.8% | -62.2% | -36.7% |
| YTD | +3.5% | -25.1% | +28.6% | +6.0% |
| 1Y | +9.5% | -48.1% | +57.6% | +18.3% |
| All | -6.9% | +50.6% | -57.5% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling