+199.5%
MCHP vs DVA
+187.8%
+11.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | 0.0% | -1.3% | +1.4% | +0.4% |
| 30D | -6.0% | 0.0% | -6.1% | -6.1% |
| 3M | -19.7% | -10.9% | -8.8% | -17.9% |
| 6M | +14.0% | +17.3% | -3.2% | +7.5% |
| YTD | +18.4% | +59.8% | -41.4% | +1.8% |
| 1Y | +17.1% | +36.3% | -19.2% | +5.1% |
| 3Y | +0.7% | +88.6% | -87.9% | -20.2% |
| 5Y | +5.1% | +47.5% | -42.4% | -13.1% |
| All | +199.5% | +187.8% | +11.6% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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