+41,671.8%
MCHP vs CB
+6,559.4%
+35,112.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.4% | +2.1% |
| 7D | +1.7% | +0.5% | +1.2% | +1.5% |
| 30D | -4.1% | -3.1% | -1.0% | -3.1% |
| 3M | -22.5% | +9.0% | -31.5% | -25.9% |
| 6M | +7.3% | +2.9% | +4.4% | +4.7% |
| YTD | +18.4% | +10.1% | +8.3% | +12.4% |
| 1Y | +18.1% | +22.8% | -4.7% | +7.3% |
| 3Y | -2.8% | +73.8% | -76.6% | -23.5% |
| 5Y | +5.5% | +99.2% | -93.7% | -21.6% |
| 10Y | +185.8% | +218.2% | -32.4% | +77.0% |
| All | +41,671.8% | +6,559.4% | +35,112.4% | +9,465.4% |
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