+1.4%
MCHP vs CAG
-42.8%
+44.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.9% |
| 7D | -2.1% | -5.9% | +3.8% | -2.0% |
| 30D | -11.1% | -1.5% | -9.6% | -11.1% |
| 3M | -18.1% | +11.5% | -29.5% | -18.3% |
| 6M | +10.8% | -15.7% | +26.5% | +12.7% |
| YTD | +14.2% | -10.2% | +24.5% | +15.7% |
| 1Y | +13.5% | -18.1% | +31.5% | +15.8% |
| 3Y | -2.0% | -39.4% | +37.4% | +1.6% |
| 5Y | +1.4% | -42.6% | +44.0% | +6.7% |
| All | +1.4% | -42.8% | +44.2% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling