-17.3%
MCHP vs HDB
-23.2%
+5.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +5.7% | +2.7% | +3.0% | +4.6% |
| 30D | -13.4% | +14.1% | -27.6% | -18.5% |
| 3M | -20.1% | +11.8% | -31.9% | -24.3% |
| 6M | -35.5% | +8.2% | -43.7% | -38.5% |
| YTD | -1.6% | -29.3% | +27.8% | +13.2% |
| 1Y | +15.5% | -28.8% | +44.3% | +32.1% |
| 3Y | -13.2% | -7.5% | -5.7% | -16.6% |
| All | -17.3% | -23.2% | +5.8% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling