+501.7%
MCHP vs CG
+351.2%
+150.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +2.3% |
| 7D | +1.7% | -4.3% | +6.0% | +3.9% |
| 30D | -4.1% | -5.1% | +1.0% | -2.1% |
| 3M | -22.5% | +8.7% | -31.2% | -26.2% |
| 6M | +7.3% | -9.2% | +16.5% | +11.1% |
| YTD | +18.4% | -18.9% | +37.2% | +28.3% |
| 1Y | +18.1% | -25.6% | +43.8% | +33.2% |
| 3Y | -2.8% | +57.3% | -60.1% | -25.6% |
| 5Y | +5.5% | +10.2% | -4.7% | -7.5% |
| 10Y | +185.8% | +364.2% | -178.4% | +48.2% |
| All | +501.7% | +351.2% | +150.5% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling