+131.0%
MCHP vs CF
+546.3%
-415.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | -19.2% | -0.9% | -18.3% | -19.3% |
| 30D | -18.6% | +6.9% | -25.5% | -20.7% |
| 3M | -26.9% | +4.8% | -31.8% | -28.9% |
| 6M | -37.2% | +4.7% | -41.9% | -39.6% |
| YTD | -1.8% | +56.5% | -58.3% | -20.6% |
| 1Y | +12.1% | +48.4% | -36.3% | -7.7% |
| 3Y | -10.0% | +59.1% | -69.1% | -29.4% |
| 5Y | -17.3% | +109.5% | -126.8% | -46.2% |
| 10Y | +131.0% | +487.0% | -355.9% | +4.9% |
| All | +131.0% | +546.3% | -415.2% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling