+192.2%
MCHP vs CF
+589.1%
-396.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | -12.8% | +18.1% | -30.9% | -17.4% |
| 3M | -19.2% | +23.4% | -42.6% | -25.0% |
| 6M | +14.5% | +17.1% | -2.5% | +5.2% |
| YTD | +17.1% | +76.2% | -59.1% | -7.4% |
| 1Y | +15.3% | +62.3% | -46.9% | -6.5% |
| 3Y | +0.5% | +71.8% | -71.4% | -22.0% |
| 5Y | +6.1% | +234.6% | -228.5% | -41.8% |
| 10Y | +192.2% | +574.3% | -382.0% | +28.1% |
| All | +192.2% | +589.1% | -396.9% | +28.1% |
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