-17.3%
MCHP vs CLS
+1,955.9%
-1,973.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.7% | +1.1% |
| 7D | +5.7% | +16.3% | -10.6% | +0.4% |
| 30D | -13.4% | -25.7% | +12.2% | -5.5% |
| 3M | -20.1% | -30.9% | +10.7% | -11.5% |
| 6M | -35.5% | -35.5% | 0.0% | -28.0% |
| YTD | -1.6% | -18.7% | +17.1% | -1.3% |
| 1Y | +15.5% | -17.9% | +33.4% | +13.8% |
| 3Y | -13.2% | +838.1% | -851.3% | -75.3% |
| All | -17.3% | +1,955.9% | -1,973.3% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling