+1.4%
MCHP vs HDB
-38.6%
+40.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -2.1% | -6.2% | +4.1% | +0.6% |
| 30D | -11.1% | -6.2% | -4.9% | -8.8% |
| 3M | -18.1% | -5.9% | -12.2% | -16.8% |
| 6M | +10.8% | -25.9% | +36.7% | +24.8% |
| YTD | +14.2% | -40.2% | +54.5% | +41.7% |
| 1Y | +13.5% | -38.0% | +51.5% | +37.6% |
| 3Y | -2.0% | -30.5% | +28.5% | +9.3% |
| 5Y | +1.4% | -38.1% | +39.5% | +16.3% |
| All | +1.4% | -38.6% | +40.0% | +16.3% |
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