-42.7%
MCHP vs CL
+11.6%
-54.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -2.2% | -7.9% | -11.6% |
| 7D | -24.6% | +1.3% | -25.9% | -23.6% |
| 30D | -25.2% | +11.4% | -36.6% | -17.2% |
| 3M | -21.1% | +4.4% | -25.5% | -17.9% |
| 6M | -42.7% | +10.8% | -53.5% | -34.8% |
| All | -42.7% | +11.6% | -54.3% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling