-13.2%
MCHP vs MDB
-11.2%
-1.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +5.7% | +6.8% | -1.1% | +4.4% |
| 30D | -13.4% | -6.2% | -7.2% | -12.4% |
| 3M | -20.1% | -29.2% | +9.1% | -15.8% |
| 6M | -35.5% | +10.3% | -45.8% | -38.7% |
| YTD | -1.6% | -20.4% | +18.8% | -0.9% |
| 1Y | +15.5% | -4.8% | +20.3% | +10.8% |
| 3Y | -13.2% | -11.6% | -1.6% | -26.2% |
| All | -13.2% | -11.2% | -1.9% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling