+199.5%
MCHP vs CCL
-41.3%
+240.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +3.3% |
| 7D | 0.0% | -3.2% | +3.3% | +1.1% |
| 30D | -6.0% | -17.8% | +11.7% | 0.0% |
| 3M | -19.7% | -18.7% | -1.0% | -14.3% |
| 6M | +14.0% | -11.4% | +25.4% | +17.4% |
| YTD | +18.4% | -24.3% | +42.7% | +27.5% |
| 1Y | +17.1% | -28.8% | +45.9% | +28.0% |
| 3Y | +0.7% | +49.3% | -48.6% | -14.6% |
| 5Y | +5.1% | +1.6% | +3.5% | -8.2% |
| All | +199.5% | -41.3% | +240.7% | +210.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling