+3,501.3%
CVX vs MCHP
+40,888.2%
-37,387.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +0.7% |
| 7D | -0.6% | +2.8% | -3.4% | -1.0% |
| 30D | +13.4% | -12.8% | +26.3% | +15.4% |
| 3M | +11.8% | -19.2% | +31.0% | +14.1% |
| 6M | +12.4% | +14.5% | -2.1% | +8.6% |
| YTD | +41.5% | +17.1% | +24.4% | +35.8% |
| 1Y | +41.6% | +15.3% | +26.3% | +35.6% |
| 3Y | +42.2% | +0.5% | +41.8% | +35.1% |
| 5Y | +166.0% | +6.1% | +159.9% | +146.3% |
| 10Y | +207.2% | +192.2% | +15.0% | +146.7% |
| All | +3,501.3% | +40,888.2% | -37,387.0% | +2,289.9% |
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