+775.4%
MCHP vs CF
+5,948.3%
-5,172.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.7% | +2.3% |
| 7D | +1.7% | +6.0% | -4.3% | +0.1% |
| 30D | -4.1% | +14.8% | -18.9% | -7.7% |
| 3M | -22.5% | +14.1% | -36.6% | -25.7% |
| 6M | +7.3% | +28.5% | -21.2% | -2.4% |
| YTD | +18.4% | +74.9% | -56.6% | -1.1% |
| 1Y | +18.1% | +61.7% | -43.6% | +0.5% |
| 3Y | -2.8% | +80.3% | -83.1% | -20.8% |
| 5Y | +5.5% | +226.0% | -220.5% | -29.9% |
| 10Y | +185.8% | +569.9% | -384.0% | +52.9% |
| All | +775.4% | +5,948.3% | -5,172.9% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling