+188.9%
MCHP vs DRI
+348.7%
-159.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -2.1% | -4.8% | +2.7% | +0.2% |
| 30D | -11.1% | -5.2% | -5.9% | -9.1% |
| 3M | -18.1% | +2.7% | -20.8% | -19.8% |
| 6M | +10.8% | +3.6% | +7.2% | +7.5% |
| YTD | +14.2% | +15.4% | -1.2% | +4.8% |
| 1Y | +13.5% | +1.3% | +12.2% | +10.5% |
| 3Y | -2.0% | +53.1% | -55.1% | -22.4% |
| 5Y | +1.4% | +64.6% | -63.2% | -22.5% |
| All | +188.9% | +348.7% | -159.9% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling