+4.4%
MCHP vs CCL
+1.3%
+3.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.3% |
| 7D | +0.3% | -4.4% | +4.7% | +2.1% |
| 30D | -9.8% | -18.2% | +8.4% | -2.7% |
| 3M | -19.7% | -17.7% | -2.0% | -13.7% |
| 6M | +13.6% | -13.0% | +26.6% | +18.2% |
| YTD | +16.5% | -24.5% | +41.0% | +27.1% |
| 1Y | +15.7% | -26.9% | +42.6% | +26.9% |
| 3Y | 0.0% | +50.8% | -50.8% | -18.7% |
| 5Y | +4.4% | -0.9% | +5.3% | -6.0% |
| All | +4.4% | +1.3% | +3.1% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling