+13.5%
MCHP vs CFG
+37.9%
-24.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.3% | -2.2% |
| 7D | -2.1% | -1.7% | -0.4% | -1.1% |
| 30D | -11.1% | -4.6% | -6.5% | -8.6% |
| 3M | -18.1% | +7.9% | -26.0% | -22.5% |
| 6M | +10.8% | +19.9% | -9.1% | -2.5% |
| YTD | +14.2% | +21.7% | -7.4% | -2.0% |
| 1Y | +13.5% | +38.4% | -25.0% | -10.1% |
| All | +13.5% | +37.9% | -24.4% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling