+1.4%
MCHP vs DOV
+13.3%
-11.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | +0.2% |
| 7D | -2.1% | -1.9% | -0.2% | -0.2% |
| 30D | -11.1% | -9.9% | -1.2% | -1.2% |
| 3M | -18.1% | -12.1% | -6.0% | -6.6% |
| 6M | +10.8% | -10.4% | +21.2% | +24.3% |
| YTD | +14.2% | -3.3% | +17.6% | +18.1% |
| 1Y | +13.5% | +7.8% | +5.7% | +4.4% |
| 3Y | -2.0% | +36.3% | -38.3% | -27.6% |
| 5Y | +1.4% | +14.8% | -13.4% | -16.9% |
| All | +1.4% | +13.3% | -11.9% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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