+4.4%
MCHP vs CI
+43.3%
-38.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.6% |
| 7D | +0.3% | -1.1% | +1.4% | +0.5% |
| 30D | -9.8% | +0.5% | -10.2% | -9.9% |
| 3M | -19.7% | -5.2% | -14.5% | -19.2% |
| 6M | +13.6% | +4.3% | +9.2% | +12.2% |
| YTD | +16.5% | +2.8% | +13.7% | +15.4% |
| 1Y | +15.7% | -5.8% | +21.5% | +15.8% |
| 3Y | 0.0% | +4.7% | -4.8% | -4.7% |
| 5Y | +4.4% | +42.7% | -38.3% | -14.1% |
| All | +4.4% | +43.3% | -38.9% | -14.1% |
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