+42,391.0%
MCHP vs DTE
+1,969.0%
+40,422.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.2% |
| 7D | 0.0% | -2.6% | +2.6% | +1.1% |
| 30D | -6.0% | -4.4% | -1.6% | -4.3% |
| 3M | -19.7% | -8.3% | -11.3% | -17.1% |
| 6M | +14.0% | -8.1% | +22.1% | +17.3% |
| YTD | +18.4% | +4.4% | +14.0% | +15.3% |
| 1Y | +17.1% | +0.2% | +16.9% | +15.7% |
| 3Y | +0.7% | +42.6% | -41.9% | -15.5% |
| 5Y | +5.1% | +31.5% | -26.4% | -9.4% |
| 10Y | +206.3% | +138.2% | +68.1% | +102.6% |
| All | +42,391.0% | +1,969.0% | +40,422.1% | +13,878.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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