+41,921.4%
MCHP vs CAG
+343.7%
+41,577.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.8% |
| 7D | +2.8% | -5.3% | +8.0% | +3.6% |
| 30D | -12.8% | +1.0% | -13.8% | -13.0% |
| 3M | -19.2% | +17.4% | -36.6% | -21.7% |
| 6M | +14.5% | -16.8% | +31.4% | +17.4% |
| YTD | +17.1% | -6.8% | +23.9% | +17.5% |
| 1Y | +15.3% | -15.4% | +30.7% | +17.4% |
| 3Y | +0.5% | -37.1% | +37.5% | +6.8% |
| 5Y | +6.1% | -41.3% | +47.3% | +13.1% |
| 10Y | +192.2% | -35.5% | +227.7% | +197.0% |
| All | +41,921.4% | +343.7% | +41,577.7% | +32,567.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling