+15.7%
MCHP vs CL
+7.3%
+8.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.7% |
| 7D | +0.3% | -2.3% | +2.6% | -0.6% |
| 30D | -9.8% | -5.5% | -4.3% | -11.8% |
| 3M | -19.7% | +0.8% | -20.5% | -19.5% |
| 6M | +13.6% | -4.2% | +17.8% | +11.7% |
| YTD | +16.5% | +13.4% | +3.1% | +25.8% |
| 1Y | +15.7% | +7.1% | +8.6% | +26.5% |
| All | +15.7% | +7.3% | +8.4% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling