+588.7%
MCHP vs CF
+5,315.1%
-4,726.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.7% | -10.7% | -10.2% |
| 7D | -24.6% | -3.2% | -21.4% | -24.2% |
| 30D | -25.2% | +4.3% | -29.5% | -26.4% |
| 3M | -21.1% | +2.8% | -23.9% | -22.5% |
| 6M | -42.7% | +0.6% | -43.3% | -43.9% |
| YTD | -6.9% | +56.6% | -63.5% | -20.6% |
| 1Y | +0.9% | +49.6% | -48.7% | -13.1% |
| 3Y | -16.2% | +61.5% | -77.7% | -30.2% |
| 5Y | -24.1% | +124.0% | -148.1% | -44.6% |
| 10Y | +134.1% | +573.2% | -439.1% | +24.9% |
| All | +588.7% | +5,315.1% | -4,726.4% | +102.3% |
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