-13.2%
MCHP vs CCL
+136.4%
-149.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +5.7% | -1.2% | +6.9% | +6.3% |
| 30D | -13.4% | +13.1% | -26.6% | -18.2% |
| 3M | -20.1% | +3.4% | -23.5% | -21.8% |
| 6M | -35.5% | +18.7% | -54.2% | -40.9% |
| YTD | -1.6% | -2.3% | +0.7% | -3.6% |
| 1Y | +15.5% | +14.2% | +1.3% | +4.0% |
| 3Y | -13.2% | +133.6% | -146.8% | -42.6% |
| All | -13.2% | +136.4% | -149.5% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling