+1,138.1%
MCHP vs HDB
+3,812.1%
-2,674.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.6% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | -4.1% | -2.8% | -1.3% | -3.3% |
| 3M | -22.5% | -3.5% | -19.0% | -22.0% |
| 6M | +7.3% | -24.7% | +32.0% | +17.2% |
| YTD | +18.4% | -36.6% | +54.9% | +36.7% |
| 1Y | +18.1% | -34.4% | +52.5% | +34.5% |
| 3Y | -2.8% | -24.4% | +21.6% | +3.8% |
| 5Y | +5.5% | -35.4% | +40.8% | +18.2% |
| 10Y | +185.8% | +39.5% | +146.3% | +143.0% |
| All | +1,138.1% | +3,812.1% | -2,674.0% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling