+35,450.5%
MCHP vs CI
+6,167.8%
+29,282.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | -4.3% | -1.7% | -2.5% | -3.8% |
| 30D | -16.3% | +4.9% | -21.2% | -17.4% |
| 3M | -21.4% | +7.4% | -28.8% | -23.1% |
| 6M | -35.8% | +0.4% | -36.1% | -36.4% |
| YTD | -0.9% | +9.5% | -10.4% | -4.3% |
| 1Y | +14.5% | +12.0% | +2.6% | +9.9% |
| 3Y | -13.7% | +7.1% | -20.8% | -18.9% |
| 5Y | -16.9% | +49.3% | -66.3% | -29.9% |
| 10Y | +137.5% | +146.6% | -9.1% | +72.1% |
| All | +35,450.5% | +6,167.8% | +29,282.7% | +9,444.2% |
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