+41,921.4%
MCHP vs MDT
+3,389.6%
+38,531.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.3% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | -12.8% | +6.0% | -18.8% | -15.1% |
| 3M | -19.2% | +15.5% | -34.7% | -24.7% |
| 6M | +14.5% | +3.4% | +11.2% | +11.4% |
| YTD | +17.1% | -2.2% | +19.3% | +16.6% |
| 1Y | +15.3% | +2.6% | +12.7% | +12.2% |
| 3Y | +0.5% | +27.5% | -27.1% | -10.8% |
| 5Y | +6.1% | -20.1% | +26.1% | +13.0% |
| 10Y | +192.2% | +39.1% | +153.2% | +153.6% |
| All | +41,921.4% | +3,389.6% | +38,531.9% | +13,616.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling