+1.4%
MCHP vs CG
+2.7%
-1.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -0.6% |
| 7D | -2.1% | -9.8% | +7.7% | +3.9% |
| 30D | -11.1% | -10.3% | -0.8% | -5.9% |
| 3M | -18.1% | -1.7% | -16.4% | -18.2% |
| 6M | +10.8% | -9.8% | +20.6% | +15.4% |
| YTD | +14.2% | -25.6% | +39.8% | +31.9% |
| 1Y | +13.5% | -32.5% | +46.0% | +38.4% |
| 3Y | -2.0% | +45.6% | -47.6% | -28.3% |
| 5Y | +1.4% | +3.7% | -2.3% | -12.3% |
| All | +1.4% | +2.7% | -1.3% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling