+0.7%
MCHP vs DUK
+47.2%
-46.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.7% |
| 7D | 0.0% | -0.7% | +0.7% | -0.1% |
| 30D | -6.0% | -2.4% | -3.6% | -6.6% |
| 3M | -19.7% | -3.0% | -16.7% | -20.2% |
| 6M | +14.0% | -6.6% | +20.6% | +12.3% |
| YTD | +18.4% | +4.6% | +13.9% | +19.4% |
| 1Y | +17.1% | +1.2% | +15.9% | +17.4% |
| 3Y | +0.7% | +45.7% | -45.0% | -8.8% |
| All | +0.7% | +47.2% | -46.4% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 3y: compounded portfolio wealth divided by compounded DUK 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…
3y analysis · Full analysis span regression · 6 months rolling