+3.8%
MCHP vs CEG
+681.8%
-677.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.3% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -11.1% | +2.9% | -14.0% | -11.8% |
| 3M | -18.1% | +18.2% | -36.3% | -21.5% |
| 6M | +10.8% | -9.5% | +20.3% | +12.6% |
| YTD | +14.2% | -18.7% | +32.9% | +18.6% |
| 1Y | +13.5% | -10.1% | +23.6% | +13.9% |
| 3Y | -2.0% | +168.3% | -170.3% | -33.3% |
| All | +3.8% | +681.8% | -677.9% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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