+34,448.3%
MCHP vs CI
+6,312.9%
+28,135.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.6% |
| 7D | -22.6% | +2.6% | -25.2% | -23.0% |
| 30D | -20.1% | +7.3% | -27.5% | -21.7% |
| 3M | -25.4% | +9.5% | -34.9% | -27.4% |
| 6M | -38.4% | +6.4% | -44.9% | -40.0% |
| YTD | -3.7% | +12.0% | -15.7% | -7.6% |
| 1Y | +11.7% | +20.1% | -8.3% | +5.2% |
| 3Y | -16.1% | +9.6% | -25.7% | -21.6% |
| 5Y | -16.9% | +52.7% | -69.6% | -30.3% |
| 10Y | +133.4% | +150.3% | -16.8% | +68.5% |
| All | +34,448.3% | +6,312.9% | +28,135.4% | +9,119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling