+14.0%
MCHP vs CDE
-9.3%
+23.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.2% |
| 7D | 0.0% | -3.1% | +3.1% | +1.2% |
| 30D | -6.0% | +9.5% | -15.5% | -9.6% |
| 3M | -19.7% | +25.5% | -45.2% | -27.3% |
| 6M | +14.0% | -7.9% | +21.9% | +11.5% |
| All | +14.0% | -9.3% | +23.3% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 6mo: compounded portfolio wealth divided by compounded CDE 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…
6mo analysis · Full analysis span regression · 6 months rolling