+4,264.7%
MCHP vs DRI
+8,063.4%
-3,798.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +5.7% | +1.1% | +4.7% | +5.4% |
| 30D | -13.4% | +9.7% | -23.1% | -16.0% |
| 3M | -20.1% | +3.2% | -23.3% | -21.2% |
| 6M | -35.5% | +20.6% | -56.1% | -39.8% |
| YTD | -1.6% | +28.3% | -29.8% | -10.1% |
| 1Y | +15.5% | +34.5% | -19.1% | +3.8% |
| 3Y | -13.2% | +66.5% | -79.7% | -27.3% |
| 5Y | -17.5% | +79.6% | -97.1% | -32.3% |
| 10Y | +136.0% | +333.8% | -197.8% | +44.2% |
| All | +4,264.7% | +8,063.4% | -3,798.7% | +1,606.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling