+133.4%
MCHP vs CL
+78.1%
+55.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -22.6% | +2.6% | -25.1% | -23.1% |
| 30D | -20.1% | +11.8% | -31.9% | -22.9% |
| 3M | -25.4% | +5.9% | -31.3% | -26.9% |
| 6M | -38.4% | +13.3% | -51.8% | -41.5% |
| YTD | -3.7% | +27.1% | -30.8% | -12.6% |
| 1Y | +11.7% | +28.0% | -16.3% | +0.9% |
| 3Y | -16.1% | +39.4% | -55.5% | -29.8% |
| 5Y | -16.9% | +40.8% | -57.7% | -31.9% |
| 10Y | +133.4% | +84.9% | +48.5% | +70.8% |
| All | +133.4% | +78.1% | +55.3% | +70.8% |
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