+3.0%
MCHP vs CCI
-49.3%
+52.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.2% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -6.0% | +2.2% | -8.3% | -6.5% |
| 3M | -19.7% | -16.9% | -2.8% | -16.6% |
| 6M | +14.0% | -11.5% | +25.6% | +16.0% |
| YTD | +18.4% | -12.8% | +31.3% | +20.5% |
| 1Y | +17.1% | -17.1% | +34.2% | +20.7% |
| 3Y | +0.7% | -9.6% | +10.4% | -4.1% |
| All | +3.0% | -49.3% | +52.3% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling