+84.2%
MCHP vs DT
+97.2%
-13.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.1% |
| 7D | +2.8% | -4.9% | +7.6% | +4.6% |
| 30D | -12.8% | +2.7% | -15.5% | -14.1% |
| 3M | -19.2% | +20.0% | -39.2% | -25.9% |
| 6M | +14.5% | +28.0% | -13.5% | +0.3% |
| YTD | +17.1% | +16.0% | +1.1% | +5.9% |
| 1Y | +15.3% | +0.7% | +14.6% | +10.3% |
| 3Y | +0.5% | +6.2% | -5.7% | -7.4% |
| 5Y | +6.1% | -28.1% | +34.2% | +7.4% |
| All | +84.2% | +97.2% | -13.0% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling