+199.5%
MCHP vs MDT
+39.8%
+159.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.1% |
| 7D | 0.0% | -3.4% | +3.4% | +2.2% |
| 30D | -6.0% | +0.2% | -6.3% | -6.4% |
| 3M | -19.7% | +14.3% | -33.9% | -27.6% |
| 6M | +14.0% | +4.0% | +10.0% | +8.9% |
| YTD | +18.4% | -3.7% | +22.1% | +19.0% |
| 1Y | +17.1% | -0.4% | +17.5% | +14.4% |
| 3Y | +0.7% | +23.3% | -22.6% | -16.0% |
| 5Y | +5.1% | -18.9% | +24.0% | +16.4% |
| All | +199.5% | +39.8% | +159.6% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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