-17.3%
MCHP vs DOCS
-52.4%
+35.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | +5.7% | +2.6% | +3.2% | +5.2% |
| 30D | -13.4% | +11.4% | -24.9% | -15.1% |
| 3M | -20.1% | +25.4% | -45.5% | -23.8% |
| 6M | -35.5% | +42.5% | -78.1% | -41.0% |
| YTD | -1.6% | -24.7% | +23.2% | +1.3% |
| 1Y | +15.5% | -32.9% | +48.4% | +21.5% |
| 3Y | -13.2% | +39.6% | -52.8% | -26.8% |
| All | -17.3% | -52.4% | +35.1% | -20.6% |
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 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