+3.0%
MCHP vs MDT
-19.5%
+22.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.0% |
| 7D | 0.0% | -3.4% | +3.4% | +1.7% |
| 30D | -6.0% | +0.2% | -6.3% | -6.3% |
| 3M | -19.7% | +14.3% | -33.9% | -25.8% |
| 6M | +14.0% | +4.0% | +10.0% | +10.8% |
| YTD | +18.4% | -3.7% | +22.1% | +20.3% |
| 1Y | +17.1% | -0.4% | +17.5% | +16.1% |
| 3Y | +0.7% | +23.3% | -22.6% | -11.9% |
| All | +3.0% | -19.5% | +22.5% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling