+3.0%
MCHP vs CARR
+8.3%
-5.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +2.6% |
| 7D | 0.0% | -3.8% | +3.8% | +2.8% |
| 30D | -6.0% | -8.9% | +2.9% | +0.3% |
| 3M | -19.7% | -17.3% | -2.4% | -8.3% |
| 6M | +14.0% | -1.4% | +15.4% | +13.3% |
| YTD | +18.4% | +10.0% | +8.4% | +8.3% |
| 1Y | +17.1% | -6.4% | +23.5% | +19.8% |
| 3Y | +0.7% | +1.5% | -0.8% | -5.8% |
| All | +3.0% | +8.3% | -5.3% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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