+224.0%
MCHP vs CFG
+358.2%
-134.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -22.6% | +0.7% | -23.3% | -22.6% |
| 30D | -20.1% | +2.8% | -22.9% | -21.0% |
| 3M | -25.4% | -10.1% | -15.3% | -21.2% |
| 6M | -38.4% | +3.2% | -41.6% | -39.5% |
| YTD | -3.7% | +14.2% | -17.9% | -10.1% |
| 1Y | +11.7% | +27.4% | -15.7% | -1.1% |
| 3Y | -16.1% | +187.6% | -203.7% | -49.9% |
| 5Y | -16.9% | +65.7% | -82.6% | -37.5% |
| 10Y | +133.4% | +219.7% | -86.3% | +17.5% |
| All | +224.0% | +358.2% | -134.2% | +35.3% |
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 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