+3.0%
MCHP vs CAH
+393.5%
-390.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | 0.0% | -5.1% | +5.1% | +0.9% |
| 30D | -6.0% | +0.2% | -6.2% | -6.1% |
| 3M | -19.7% | +6.3% | -26.0% | -20.8% |
| 6M | +14.0% | +9.4% | +4.6% | +11.7% |
| YTD | +18.4% | +15.0% | +3.5% | +14.5% |
| 1Y | +17.1% | +55.4% | -38.3% | +3.8% |
| 3Y | +0.7% | +173.8% | -173.1% | -27.5% |
| All | +3.0% | +393.5% | -390.5% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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