+233.4%
MCHP vs CFG
+358.5%
-125.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -4.3% | +1.6% | -5.9% | -4.9% |
| 30D | -16.3% | +3.3% | -19.6% | -17.4% |
| 3M | -21.4% | -11.5% | -9.8% | -16.2% |
| 6M | -35.8% | +6.2% | -42.0% | -37.7% |
| YTD | -0.9% | +14.3% | -15.2% | -7.5% |
| 1Y | +14.5% | +26.7% | -12.2% | +1.6% |
| 3Y | -13.7% | +187.8% | -201.4% | -48.4% |
| 5Y | -16.9% | +61.3% | -78.2% | -36.7% |
| 10Y | +137.5% | +217.2% | -79.7% | +20.0% |
| All | +233.4% | +358.5% | -125.1% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling