+106.6%
MCHP vs CLBK
+65.5%
+41.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | 0.0% | -1.5% | +1.5% | +0.8% |
| 30D | -6.0% | -1.0% | -5.0% | -5.6% |
| 3M | -19.7% | +22.9% | -42.6% | -28.2% |
| 6M | +14.0% | +44.2% | -30.2% | -6.1% |
| YTD | +18.4% | +64.0% | -45.5% | -9.4% |
| 1Y | +17.1% | +65.7% | -48.6% | -11.1% |
| 3Y | +0.7% | +54.1% | -53.3% | -23.3% |
| 5Y | +5.1% | +44.7% | -39.6% | -25.8% |
| All | +106.6% | +65.5% | +41.1% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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