+42,373.9%
MCHP vs HD
+5,241.1%
+37,132.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +1.7% | -2.1% | +3.8% | +2.8% |
| 30D | -4.1% | -8.4% | +4.3% | +0.4% |
| 3M | -22.5% | +4.3% | -26.9% | -24.6% |
| 6M | +7.3% | -11.1% | +18.4% | +13.2% |
| YTD | +18.4% | -4.7% | +23.1% | +20.4% |
| 1Y | +18.1% | -19.8% | +37.9% | +30.8% |
| 3Y | -2.8% | +4.1% | -6.9% | -5.4% |
| 5Y | +5.5% | +10.3% | -4.8% | -0.1% |
| 10Y | +185.8% | +203.2% | -17.3% | +72.6% |
| All | +42,373.9% | +5,241.1% | +37,132.7% | +5,531.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling