+18.1%
MCHP vs CCI
-18.8%
+36.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.2% |
| 7D | +1.7% | -0.4% | +2.1% | +1.6% |
| 30D | -4.1% | +2.7% | -6.8% | -3.6% |
| 3M | -22.5% | -18.2% | -4.3% | -23.4% |
| 6M | +7.3% | -14.8% | +22.1% | +5.5% |
| YTD | +18.4% | -12.6% | +31.0% | +17.6% |
| 1Y | +18.1% | -16.7% | +34.9% | +18.3% |
| All | +18.1% | -18.8% | +36.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling