+29.9%
MCHP vs DRI
+34.0%
-4.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.1% | -8.4% | -4.0% |
| 7D | -5.4% | +6.5% | -11.9% | -6.3% |
| 30D | -7.5% | +16.4% | -24.0% | -9.8% |
| 3M | -6.0% | +13.6% | -19.7% | -8.4% |
| 6M | -20.1% | +22.0% | -42.1% | -24.7% |
| YTD | +20.2% | +29.3% | -9.1% | +3.7% |
| 1Y | +29.9% | +32.0% | -2.1% | +9.2% |
| All | +29.9% | +34.0% | -4.1% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling