+12.7%
MCHP vs CAI
-9.9%
+22.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +3.5% |
| 7D | 0.0% | -2.9% | +3.0% | +0.5% |
| 30D | -6.0% | +9.3% | -15.4% | -7.5% |
| 3M | -19.7% | +35.2% | -54.9% | -23.5% |
| 6M | +14.0% | +30.7% | -16.7% | +7.9% |
| YTD | +18.4% | -9.8% | +28.2% | +19.1% |
| 1Y | +17.1% | -28.9% | +46.0% | +20.4% |
| All | +12.7% | -9.9% | +22.6% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling