+5,760.6%
CRM vs MCHP
+797.1%
+4,963.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.7% | +0.2% |
| 7D | -4.4% | 0.0% | -4.5% | -4.5% |
| 30D | +28.1% | -6.0% | +34.2% | +31.6% |
| 3M | +48.8% | -19.7% | +68.5% | +59.1% |
| 6M | +28.3% | +14.0% | +14.2% | +11.4% |
| YTD | -6.0% | +18.4% | -24.4% | -21.1% |
| 1Y | +1.4% | +17.1% | -15.7% | -15.5% |
| 3Y | +11.8% | +0.7% | +11.1% | -10.6% |
| 5Y | -2.0% | +5.1% | -7.1% | -27.2% |
| 10Y | +239.6% | +206.3% | +33.3% | +6.1% |
| All | +5,760.6% | +797.1% | +4,963.5% | +695.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling