-0.9%
MCHP vs CG
+48.1%
-49.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.8% |
| 7D | +0.3% | -6.4% | +6.8% | +4.1% |
| 30D | -9.8% | -7.1% | -2.7% | -6.5% |
| 3M | -19.7% | -1.6% | -18.1% | -19.8% |
| 6M | +13.6% | -8.3% | +21.9% | +17.1% |
| YTD | +16.5% | -23.8% | +40.3% | +32.8% |
| 1Y | +15.7% | -28.7% | +44.4% | +36.7% |
| All | -0.9% | +48.1% | -49.0% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling