+199.5%
MCHP vs CCI
+23.6%
+175.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.9% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -6.0% | +2.2% | -8.3% | -6.8% |
| 3M | -19.7% | -16.9% | -2.8% | -15.1% |
| 6M | +14.0% | -11.5% | +25.6% | +17.1% |
| YTD | +18.4% | -12.8% | +31.3% | +21.4% |
| 1Y | +17.1% | -17.1% | +34.2% | +22.1% |
| 3Y | +0.7% | -9.6% | +10.4% | -3.1% |
| 5Y | +5.1% | -48.9% | +54.0% | +30.7% |
| All | +199.5% | +23.6% | +175.8% | +189.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling