-13.2%
MCHP vs CLS
+842.1%
-855.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.7% | +0.9% |
| 7D | +5.7% | +16.3% | -10.6% | +1.1% |
| 30D | -13.4% | -25.7% | +12.2% | -6.7% |
| 3M | -20.1% | -30.9% | +10.7% | -12.7% |
| 6M | -35.5% | -35.5% | 0.0% | -29.0% |
| YTD | -1.6% | -18.7% | +17.1% | -0.4% |
| 1Y | +15.5% | -17.9% | +33.4% | +15.3% |
| 3Y | -13.2% | +838.1% | -851.3% | -68.4% |
| All | -13.2% | +842.1% | -855.3% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling