+42,373.9%
MCHP vs CLF
+444.4%
+41,929.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +1.1% |
| 7D | +1.7% | +7.6% | -5.9% | +0.2% |
| 30D | -4.1% | -1.2% | -2.9% | -4.0% |
| 3M | -22.5% | -13.4% | -9.1% | -20.9% |
| 6M | +7.3% | +15.4% | -8.1% | +2.9% |
| YTD | +18.4% | -5.9% | +24.3% | +17.0% |
| 1Y | +18.1% | +18.8% | -0.7% | +9.9% |
| 3Y | -2.8% | -19.4% | +16.6% | -6.1% |
| 5Y | +5.5% | -47.7% | +53.2% | +6.7% |
| 10Y | +185.8% | +130.4% | +55.4% | +97.0% |
| All | +42,373.9% | +444.4% | +41,929.5% | +13,354.1% |
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