+298.3%
MCHP vs CFG
+396.4%
-98.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +1.7% | +1.5% | +0.2% | +0.9% |
| 30D | -4.1% | -3.8% | -0.2% | -2.2% |
| 3M | -22.5% | +11.5% | -34.0% | -26.9% |
| 6M | +7.3% | +19.2% | -11.9% | -1.9% |
| YTD | +18.4% | +23.7% | -5.3% | +6.0% |
| 1Y | +18.1% | +38.8% | -20.7% | -0.3% |
| 3Y | -2.8% | +178.9% | -181.7% | -41.6% |
| 5Y | +5.5% | +101.8% | -96.3% | -28.1% |
| 10Y | +185.8% | +317.3% | -131.4% | +26.7% |
| All | +298.3% | +396.4% | -98.1% | +59.5% |
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