-10.0%
CRM vs MCHP
+25.9%
-35.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +1.8% |
| 7D | -6.2% | -5.4% | -0.8% | -6.8% |
| 30D | -1.2% | -7.5% | +6.4% | -2.1% |
| 3M | +19.1% | -6.0% | +25.2% | +18.0% |
| 6M | +23.0% | -20.1% | +43.0% | +20.4% |
| YTD | -13.7% | +20.2% | -33.9% | -18.3% |
| 1Y | -10.0% | +29.9% | -39.9% | -16.4% |
| All | -10.0% | +25.9% | -35.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 1y: compounded portfolio wealth divided by compounded MCHP 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…
1y analysis · Full analysis span regression · 6 months rolling