+188.9%
MCHP vs CFG
+311.8%
-122.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.1% |
| 7D | -2.1% | -1.7% | -0.4% | -1.2% |
| 30D | -11.1% | -4.6% | -6.5% | -9.0% |
| 3M | -18.1% | +7.9% | -26.0% | -21.4% |
| 6M | +10.8% | +19.9% | -9.1% | +0.9% |
| YTD | +14.2% | +21.7% | -7.4% | +3.0% |
| 1Y | +13.5% | +38.4% | -25.0% | -4.3% |
| 3Y | -2.0% | +187.0% | -189.0% | -42.1% |
| 5Y | +1.4% | +99.5% | -98.1% | -30.7% |
| All | +188.9% | +311.8% | -122.9% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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