+33,314.4%
MCHP vs CL
+2,269.1%
+31,045.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -2.2% | -7.9% | -9.5% |
| 7D | -24.6% | +1.3% | -25.9% | -24.8% |
| 30D | -25.2% | +11.4% | -36.6% | -27.4% |
| 3M | -21.1% | +4.4% | -25.5% | -22.2% |
| 6M | -42.7% | +10.8% | -53.5% | -44.8% |
| YTD | -6.9% | +25.1% | -32.0% | -13.4% |
| 1Y | +0.9% | +28.0% | -27.1% | -7.0% |
| 3Y | -16.2% | +37.6% | -53.8% | -25.4% |
| 5Y | -24.1% | +39.7% | -63.8% | -33.2% |
| 10Y | +134.1% | +75.8% | +58.3% | +92.8% |
| All | +33,314.4% | +2,269.1% | +31,045.3% | +18,814.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling