+134.5%
MCHP vs CL
+88.0%
+46.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -1.2% |
| 7D | +5.7% | +3.2% | +2.5% | +4.8% |
| 30D | -13.4% | +8.0% | -21.5% | -15.5% |
| 3M | -20.1% | +7.9% | -28.0% | -22.1% |
| 6M | -35.5% | +14.7% | -50.2% | -38.9% |
| YTD | -1.6% | +29.2% | -30.7% | -11.1% |
| 1Y | +15.5% | +29.5% | -14.1% | +4.0% |
| 3Y | -13.2% | +40.7% | -53.8% | -27.5% |
| 5Y | -17.5% | +43.9% | -61.3% | -32.9% |
| All | +134.5% | +88.0% | +46.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling