+8.7%
MCHP vs CAI
-11.0%
+19.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.1% | -5.1% | +3.0% | -1.3% |
| 30D | -11.1% | +3.9% | -15.0% | -11.8% |
| 3M | -18.1% | +40.1% | -58.2% | -22.5% |
| 6M | +10.8% | +29.7% | -18.9% | +4.9% |
| YTD | +14.2% | -10.9% | +25.1% | +15.1% |
| 1Y | +13.5% | -28.0% | +41.5% | +16.6% |
| All | +8.7% | -11.0% | +19.7% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling