-22.7%
MCHP vs DOCS
-51.8%
+29.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -2.0% | -8.0% | -9.6% |
| 7D | -24.6% | -0.8% | -23.8% | -24.4% |
| 30D | -25.2% | +17.4% | -42.6% | -27.4% |
| 3M | -21.1% | +57.4% | -78.4% | -28.1% |
| 6M | -42.7% | +26.5% | -69.2% | -46.4% |
| YTD | -6.9% | -26.6% | +19.7% | -3.7% |
| 1Y | +0.9% | -48.1% | +48.9% | +11.6% |
| 3Y | -16.2% | +52.6% | -68.9% | -31.1% |
| All | -22.7% | -51.8% | +29.2% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling