+0.5%
MCHP vs CL
+28.9%
-28.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +2.8% | -1.4% | +4.1% | +2.5% |
| 30D | -12.8% | -5.2% | -7.6% | -13.6% |
| 3M | -19.2% | +3.3% | -22.5% | -19.0% |
| 6M | +14.5% | -4.4% | +18.9% | +14.1% |
| YTD | +17.1% | +13.9% | +3.2% | +18.9% |
| 1Y | +15.3% | +7.6% | +7.7% | +17.4% |
| 3Y | +0.5% | +29.6% | -29.1% | +6.2% |
| All | +0.5% | +28.9% | -28.5% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling