+88.9%
MCHP vs MDB
+1,017.4%
-928.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.5% | +2.4% |
| 7D | +1.7% | -17.4% | +19.1% | +5.9% |
| 30D | -4.1% | -2.0% | -2.1% | -4.3% |
| 3M | -22.5% | -3.0% | -19.5% | -23.0% |
| 6M | +7.3% | +48.7% | -41.4% | -5.7% |
| YTD | +18.4% | -12.1% | +30.5% | +16.5% |
| 1Y | +18.1% | +14.5% | +3.6% | +8.3% |
| 3Y | -2.8% | -6.1% | +3.4% | -14.0% |
| 5Y | +5.5% | -27.3% | +32.8% | -11.2% |
| All | +88.9% | +1,017.4% | -928.5% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling