+188.9%
MCHP vs CLF
+128.8%
+60.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.4% |
| 7D | -2.1% | -3.7% | +1.6% | -1.1% |
| 30D | -11.1% | -4.7% | -6.4% | -10.1% |
| 3M | -18.1% | -4.7% | -13.4% | -17.9% |
| 6M | +10.8% | +24.0% | -13.2% | +2.5% |
| YTD | +14.2% | -10.9% | +25.2% | +13.9% |
| 1Y | +13.5% | +4.0% | +9.4% | +6.1% |
| 3Y | -2.0% | -16.9% | +14.9% | -8.7% |
| 5Y | +1.4% | -49.3% | +50.7% | +1.6% |
| All | +188.9% | +128.8% | +60.1% | +77.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling