-12.6%
MCHP vs DRI
+67.6%
-80.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -4.3% | -0.3% | -3.9% | -4.1% |
| 30D | -16.3% | +10.8% | -27.1% | -19.6% |
| 3M | -21.4% | +0.9% | -22.3% | -21.8% |
| 6M | -35.8% | +16.3% | -52.1% | -40.5% |
| YTD | -0.9% | +27.8% | -28.7% | -13.5% |
| 1Y | +14.5% | +33.9% | -19.3% | -2.6% |
| All | -12.6% | +67.6% | -80.2% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling