+201.4%
MCHP vs CL
+54.1%
+147.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +0.3% | -2.3% | +2.6% | +1.1% |
| 30D | -9.8% | -5.5% | -4.3% | -8.2% |
| 3M | -19.7% | +0.8% | -20.5% | -20.6% |
| 6M | +13.6% | -4.2% | +17.8% | +14.0% |
| YTD | +16.5% | +13.4% | +3.1% | +9.5% |
| 1Y | +15.7% | +7.1% | +8.6% | +10.7% |
| 3Y | 0.0% | +29.0% | -29.1% | -15.2% |
| 5Y | +4.4% | +28.3% | -23.9% | -12.6% |
| 10Y | +201.4% | +57.3% | +144.1% | +129.0% |
| All | +201.4% | +54.1% | +147.3% | +129.0% |
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