+4.4%
MCHP vs CFG
+99.7%
-95.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | +0.3% | -0.6% | +0.9% | +0.7% |
| 30D | -9.8% | -4.5% | -5.2% | -7.3% |
| 3M | -19.7% | +6.3% | -26.0% | -22.8% |
| 6M | +13.6% | +20.6% | -7.0% | +1.5% |
| YTD | +16.5% | +21.2% | -4.7% | +3.4% |
| 1Y | +15.7% | +38.2% | -22.5% | -5.0% |
| 3Y | 0.0% | +185.9% | -186.0% | -44.5% |
| 5Y | +4.4% | +97.0% | -92.6% | -27.0% |
| All | +4.4% | +99.7% | -95.3% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling