+2,879.4%
MCHP vs CLS
+2,489.5%
+389.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.7% | +1.4% |
| 7D | +5.7% | +16.3% | -10.6% | -0.3% |
| 30D | -13.4% | -25.7% | +12.2% | -4.3% |
| 3M | -20.1% | -30.9% | +10.7% | -10.3% |
| 6M | -35.5% | -35.5% | 0.0% | -27.2% |
| YTD | -1.6% | -18.7% | +17.1% | -1.8% |
| 1Y | +15.5% | -17.9% | +33.4% | +13.0% |
| 3Y | -13.2% | +838.1% | -851.3% | -71.6% |
| 5Y | -17.5% | +1,971.9% | -1,989.4% | -80.7% |
| 10Y | +136.0% | +1,907.9% | -1,771.9% | -49.6% |
| All | +2,879.4% | +2,489.5% | +389.9% | +307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling