+40,890.7%
MCHP vs CDE
-85.5%
+40,976.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.2% | -1.7% |
| 7D | -2.1% | -6.1% | +4.0% | -1.6% |
| 30D | -11.1% | +9.5% | -20.6% | -11.9% |
| 3M | -18.1% | +32.0% | -50.1% | -20.1% |
| 6M | +10.8% | -12.8% | +23.6% | +11.5% |
| YTD | +14.2% | +14.2% | 0.0% | +11.9% |
| 1Y | +13.5% | +36.3% | -22.8% | +8.8% |
| 3Y | -2.0% | +821.4% | -823.4% | -21.2% |
| 5Y | +1.4% | +194.3% | -192.9% | -13.5% |
| 10Y | +195.5% | +53.2% | +142.3% | +145.7% |
| All | +40,890.7% | -85.5% | +40,976.2% | +32,362.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling