-17.0%
MCHP vs CI
+52.1%
-69.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.5% | +3.1% |
| 7D | -17.5% | -1.3% | -16.2% | -17.3% |
| 30D | -15.8% | +6.4% | -22.2% | -16.6% |
| 3M | -22.9% | +10.7% | -33.5% | -24.1% |
| 6M | -36.6% | +5.5% | -42.0% | -37.3% |
| YTD | -0.8% | +11.4% | -12.2% | -3.0% |
| 1Y | +16.5% | +15.0% | +1.5% | +13.4% |
| 3Y | -13.6% | +9.0% | -22.6% | -17.5% |
| 5Y | -17.0% | +52.0% | -69.0% | -32.9% |
| All | -17.0% | +52.1% | -69.2% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling