-0.4%
MCHP vs CI
+3.7%
-4.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.9% |
| 7D | +2.8% | -2.0% | +4.8% | +2.9% |
| 30D | -12.8% | -1.8% | -11.0% | -12.7% |
| 3M | -19.2% | -4.2% | -15.0% | -19.0% |
| 6M | +14.5% | +2.7% | +11.8% | +13.8% |
| YTD | +17.1% | +1.9% | +15.2% | +16.5% |
| 1Y | +15.3% | -6.3% | +21.6% | +15.5% |
| All | -0.4% | +3.7% | -4.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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