+10.9%
MCHP vs CAI
-11.0%
+21.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | 0.0% |
| 7D | +0.3% | -3.1% | +3.4% | +0.8% |
| 30D | -9.8% | +2.7% | -12.4% | -10.3% |
| 3M | -19.7% | +41.7% | -61.4% | -24.1% |
| 6M | +13.6% | +26.5% | -12.9% | +8.0% |
| YTD | +16.5% | -10.9% | +27.5% | +17.4% |
| 1Y | +15.7% | -29.2% | +44.9% | +19.1% |
| All | +10.9% | -11.0% | +21.9% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling