+35,479.1%
MCHP vs CLF
+472.2%
+35,006.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.6% |
| 7D | -17.5% | +2.3% | -19.9% | -17.8% |
| 30D | -15.8% | +1.9% | -17.8% | -16.4% |
| 3M | -22.9% | +5.9% | -28.7% | -24.3% |
| 6M | -36.6% | +16.9% | -53.5% | -39.4% |
| YTD | -0.8% | -1.1% | +0.2% | -3.5% |
| 1Y | +16.5% | +28.8% | -12.3% | +7.5% |
| 3Y | -13.6% | -20.6% | +7.0% | -16.7% |
| 5Y | -17.0% | -41.5% | +24.5% | -17.9% |
| 10Y | +137.7% | +87.5% | +50.2% | +69.5% |
| All | +35,479.1% | +472.2% | +35,006.9% | +10,990.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling