+201.4%
MCHP vs CB
+219.8%
-18.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +0.3% | -0.5% | +0.9% | +0.5% |
| 30D | -9.8% | -3.1% | -6.7% | -8.5% |
| 3M | -19.7% | +4.2% | -23.9% | -22.6% |
| 6M | +13.6% | +4.7% | +8.9% | +8.7% |
| YTD | +16.5% | +8.8% | +7.7% | +9.0% |
| 1Y | +15.7% | +22.6% | -6.9% | +0.9% |
| 3Y | 0.0% | +70.6% | -70.7% | -29.4% |
| 5Y | +4.4% | +99.4% | -95.0% | -34.0% |
| 10Y | +201.4% | +223.5% | -22.1% | +46.0% |
| All | +201.4% | +219.8% | -18.4% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling