+188.9%
MCHP vs CLS
+2,968.1%
-2,779.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.1% |
| 7D | -2.1% | +5.0% | -7.1% | -3.9% |
| 30D | -11.1% | +4.8% | -15.9% | -13.5% |
| 3M | -18.1% | -10.4% | -7.7% | -16.2% |
| 6M | +10.8% | +20.8% | -10.0% | -0.7% |
| YTD | +14.2% | +10.0% | +4.2% | +3.8% |
| 1Y | +13.5% | +28.5% | -15.1% | -6.1% |
| 3Y | -2.0% | +1,292.2% | -1,294.2% | -74.8% |
| 5Y | +1.4% | +3,616.8% | -3,615.4% | -83.8% |
| All | +188.9% | +2,968.1% | -2,779.2% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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