-17.3%
MCHP vs DT
-37.8%
+20.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +5.7% | +3.1% | +2.6% | +4.6% |
| 30D | -13.4% | -29.5% | +16.1% | -2.6% |
| 3M | -20.1% | -11.7% | -8.4% | -17.6% |
| 6M | -35.5% | +29.0% | -64.5% | -43.5% |
| YTD | -1.6% | +3.4% | -4.9% | -7.5% |
| 1Y | +15.5% | -4.2% | +19.7% | +12.2% |
| 3Y | -13.2% | -12.8% | -0.3% | -14.0% |
| All | -17.3% | -37.8% | +20.4% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling