+42,373.9%
MCHP vs CI
+5,843.9%
+36,530.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.8% |
| 7D | +1.7% | +1.3% | +0.4% | +1.3% |
| 30D | -4.1% | +4.4% | -8.5% | -5.2% |
| 3M | -22.5% | +0.7% | -23.2% | -23.1% |
| 6M | +7.3% | +0.3% | +6.9% | +6.5% |
| YTD | +18.4% | +3.8% | +14.6% | +16.2% |
| 1Y | +18.1% | -5.5% | +23.6% | +17.9% |
| 3Y | -2.8% | +8.1% | -10.9% | -8.9% |
| 5Y | +5.5% | +42.8% | -37.3% | -9.8% |
| 10Y | +185.8% | +143.9% | +41.9% | +108.2% |
| All | +42,373.9% | +5,843.9% | +36,530.0% | +11,487.2% |
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