+33,877.3%
MCHP vs CB
+7,117.7%
+26,759.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.5% |
| 7D | -22.6% | +0.7% | -23.3% | -22.7% |
| 30D | -20.1% | +8.2% | -28.3% | -22.5% |
| 3M | -25.4% | +6.3% | -31.7% | -27.3% |
| 6M | -38.4% | +16.2% | -54.6% | -42.6% |
| YTD | -3.7% | +19.3% | -23.0% | -11.4% |
| 1Y | +11.7% | +29.2% | -17.5% | -0.3% |
| 3Y | -16.1% | +71.4% | -87.5% | -33.6% |
| 5Y | -16.9% | +104.2% | -121.1% | -38.8% |
| 10Y | +133.4% | +246.7% | -113.2% | +39.9% |
| All | +33,877.3% | +7,117.7% | +26,759.6% | +7,441.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling