+3,314.1%
MCHP vs DVA
+5,118.1%
-1,804.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -11.1% | +1.7% | -12.8% | -11.5% |
| 3M | -18.1% | -8.7% | -9.4% | -17.0% |
| 6M | +10.8% | +19.7% | -8.9% | +5.7% |
| YTD | +14.2% | +59.6% | -45.4% | +2.0% |
| 1Y | +13.5% | +37.1% | -23.6% | +4.4% |
| 3Y | -2.0% | +89.8% | -91.8% | -17.2% |
| 5Y | +1.4% | +47.4% | -46.0% | -12.1% |
| 10Y | +195.5% | +184.9% | +10.6% | +119.5% |
| All | +3,314.1% | +5,118.1% | -1,804.0% | +1,147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling