+29.9%
MCHP vs CLF
+12.5%
+17.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.2% | +5.9% | -1.6% |
| 7D | -5.4% | -7.9% | +2.5% | -4.0% |
| 30D | -7.5% | +5.2% | -12.8% | -8.8% |
| 3M | -6.0% | +4.3% | -10.4% | -7.5% |
| 6M | -20.1% | +25.3% | -45.3% | -23.3% |
| YTD | +20.2% | -3.3% | +23.6% | +17.8% |
| 1Y | +29.9% | +20.2% | +9.7% | +21.4% |
| All | +29.9% | +12.5% | +17.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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