+168.7%
MCHP vs CARR
+414.1%
-245.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -0.9% |
| 7D | -2.1% | -4.1% | +2.0% | -0.1% |
| 30D | -11.1% | -11.0% | -0.1% | -6.1% |
| 3M | -18.1% | -16.4% | -1.7% | -10.7% |
| 6M | +10.8% | -2.4% | +13.1% | +11.6% |
| YTD | +14.2% | +8.4% | +5.8% | +9.6% |
| 1Y | +13.5% | -8.0% | +21.4% | +17.1% |
| 3Y | -2.0% | +0.6% | -2.6% | -2.5% |
| 5Y | +1.4% | +7.7% | -6.4% | -6.1% |
| All | +168.7% | +414.1% | -245.4% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling