+35,221.4%
MCHP vs HD
+5,700.9%
+29,520.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +5.7% | +1.5% | +4.2% | +4.9% |
| 30D | -13.4% | +18.0% | -31.4% | -20.7% |
| 3M | -20.1% | +2.8% | -22.9% | -21.7% |
| 6M | -35.5% | +17.0% | -52.5% | -41.1% |
| YTD | -1.6% | +3.5% | -5.1% | -4.5% |
| 1Y | +15.5% | -2.6% | +18.1% | +15.4% |
| 3Y | -13.2% | +30.7% | -43.9% | -25.2% |
| 5Y | -17.5% | +6.2% | -23.7% | -20.9% |
| 10Y | +136.0% | +242.7% | -106.7% | +33.7% |
| All | +35,221.4% | +5,700.9% | +29,520.4% | +4,366.9% |
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