+5,148.6%
MCHP vs DRI
+7,577.6%
-2,429.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | -4.1% | +3.8% | -7.9% | -5.4% |
| 3M | -22.5% | +13.0% | -35.5% | -26.0% |
| 6M | +7.3% | +8.3% | -1.0% | +3.8% |
| YTD | +18.4% | +20.6% | -2.2% | +10.5% |
| 1Y | +18.1% | +6.5% | +11.7% | +14.5% |
| 3Y | -2.8% | +53.7% | -56.5% | -16.3% |
| 5Y | +5.5% | +72.7% | -67.2% | -12.1% |
| 10Y | +185.8% | +363.2% | -177.3% | +73.1% |
| All | +5,148.6% | +7,577.6% | -2,429.1% | +1,998.0% |
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