+0.5%
MCHP vs CB
+70.7%
-70.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -1.1% |
| 7D | +2.8% | -0.6% | +3.4% | +2.7% |
| 30D | -12.8% | -3.9% | -8.9% | -13.0% |
| 3M | -19.2% | +4.9% | -24.1% | -20.1% |
| 6M | +14.5% | +3.3% | +11.3% | +13.5% |
| YTD | +17.1% | +8.5% | +8.6% | +15.0% |
| 1Y | +15.3% | +22.1% | -6.7% | +10.3% |
| 3Y | +0.5% | +70.1% | -69.7% | -4.1% |
| All | +0.5% | +70.7% | -70.2% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling