+199.5%
MCHP vs CG
+314.7%
-115.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.6% |
| 7D | 0.0% | -9.9% | +9.9% | +6.0% |
| 30D | -6.0% | -11.7% | +5.6% | +0.2% |
| 3M | -19.7% | -4.3% | -15.4% | -18.5% |
| 6M | +14.0% | -8.8% | +22.8% | +18.0% |
| YTD | +18.4% | -26.9% | +45.3% | +37.4% |
| 1Y | +17.1% | -35.4% | +52.5% | +45.6% |
| 3Y | +0.7% | +43.0% | -42.3% | -23.6% |
| 5Y | +5.1% | +1.9% | +3.2% | -7.2% |
| All | +199.5% | +314.7% | -115.3% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling