+199.5%
MCHP vs CAG
-36.2%
+235.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +3.7% |
| 7D | 0.0% | -5.7% | +5.7% | +0.8% |
| 30D | -6.0% | -2.4% | -3.6% | -5.8% |
| 3M | -19.7% | +9.8% | -29.5% | -21.0% |
| 6M | +14.0% | -10.8% | +24.9% | +15.7% |
| YTD | +18.4% | -10.8% | +29.2% | +19.9% |
| 1Y | +17.1% | -19.0% | +36.1% | +20.3% |
| 3Y | +0.7% | -39.7% | +40.4% | +7.7% |
| 5Y | +5.1% | -43.0% | +48.1% | +12.3% |
| All | +199.5% | -36.2% | +235.6% | +201.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling