+82.3%
MCHP vs MDB
+1,032.9%
-950.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.9% |
| 7D | -2.1% | -2.8% | +0.7% | -1.6% |
| 30D | -11.1% | -14.9% | +3.7% | -8.5% |
| 3M | -18.1% | +7.3% | -25.4% | -20.5% |
| 6M | +10.8% | +38.2% | -27.4% | -0.8% |
| YTD | +14.2% | -10.9% | +25.2% | +12.0% |
| 1Y | +13.5% | +11.6% | +1.8% | +4.6% |
| 3Y | -2.0% | -0.9% | -1.1% | -14.4% |
| 5Y | +1.4% | -23.5% | +24.9% | -15.7% |
| All | +82.3% | +1,032.9% | -950.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling