+18.1%
MCHP vs CCL
-23.9%
+42.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.7% | -5.0% | +6.7% | +3.6% |
| 30D | -4.1% | -20.3% | +16.3% | +4.2% |
| 3M | -22.5% | -15.1% | -7.4% | -17.7% |
| 6M | +7.3% | -15.1% | +22.4% | +12.3% |
| YTD | +18.4% | -21.8% | +40.2% | +26.7% |
| 1Y | +18.1% | -24.8% | +42.9% | +25.7% |
| All | +18.1% | -23.9% | +42.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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