+1.4%
MCHP vs DOW
-36.0%
+37.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -2.1% | -2.4% | +0.3% | -0.9% |
| 30D | -11.1% | -4.1% | -7.0% | -9.4% |
| 3M | -18.1% | -12.4% | -5.7% | -13.3% |
| 6M | +10.8% | -10.6% | +21.4% | +10.9% |
| YTD | +14.2% | +31.1% | -16.8% | -14.6% |
| 1Y | +13.5% | +30.5% | -17.1% | -16.6% |
| 3Y | -2.0% | -34.4% | +32.4% | +18.4% |
| 5Y | +1.4% | -35.5% | +36.9% | +22.5% |
| All | +1.4% | -36.0% | +37.4% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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