+13.5%
MCHP vs HDB
-37.9%
+51.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -2.1% | -6.2% | +4.1% | -1.2% |
| 30D | -11.1% | -6.2% | -4.9% | -10.3% |
| 3M | -18.1% | -5.9% | -12.2% | -18.0% |
| 6M | +10.8% | -25.9% | +36.7% | +11.7% |
| YTD | +14.2% | -40.2% | +54.5% | +11.3% |
| 1Y | +13.5% | -38.0% | +51.5% | +8.4% |
| All | +13.5% | -37.9% | +51.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling