+86.2%
MCHP vs DT
+100.3%
-14.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +3.9% |
| 7D | 0.0% | -1.6% | +1.6% | +0.6% |
| 30D | -6.0% | +3.0% | -9.1% | -7.5% |
| 3M | -19.7% | +26.5% | -46.2% | -27.9% |
| 6M | +14.0% | +35.9% | -21.9% | -2.5% |
| YTD | +18.4% | +17.8% | +0.6% | +6.4% |
| 1Y | +17.1% | +4.1% | +13.1% | +10.7% |
| 3Y | +0.7% | +5.3% | -4.6% | -6.8% |
| 5Y | +5.1% | -27.2% | +32.3% | +5.8% |
| All | +86.2% | +100.3% | -14.0% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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