+194.6%
MCHP vs CLF
+133.8%
+60.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +0.3% | -2.7% | +3.0% | +1.1% |
| 30D | -9.8% | -3.2% | -6.6% | -9.1% |
| 3M | -19.7% | -5.0% | -14.7% | -19.5% |
| 6M | +13.6% | +26.6% | -13.0% | +4.5% |
| YTD | +16.5% | -9.0% | +25.5% | +15.5% |
| 1Y | +15.7% | +11.8% | +3.9% | +6.0% |
| 3Y | 0.0% | -15.1% | +15.1% | -7.4% |
| 5Y | +4.4% | -48.2% | +52.6% | +4.1% |
| All | +194.6% | +133.8% | +60.8% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling