+199.5%
MCHP vs HD
+211.5%
-12.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +2.9% |
| 7D | 0.0% | -3.8% | +3.9% | +3.2% |
| 30D | -6.0% | -9.4% | +3.4% | +1.5% |
| 3M | -19.7% | -4.6% | -15.1% | -17.4% |
| 6M | +14.0% | -10.1% | +24.1% | +22.4% |
| YTD | +18.4% | -8.3% | +26.8% | +24.7% |
| 1Y | +17.1% | -25.0% | +42.1% | +44.7% |
| 3Y | +0.7% | +1.5% | -0.8% | -4.3% |
| 5Y | +5.1% | +5.6% | -0.5% | -5.1% |
| All | +199.5% | +211.5% | -12.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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