+41,921.5%
MCHP vs CLX
+1,661.9%
+40,259.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +2.8% | -3.5% | +6.3% | +3.6% |
| 30D | -12.8% | -11.9% | -1.0% | -10.5% |
| 3M | -19.2% | -2.6% | -16.6% | -19.2% |
| 6M | +14.5% | -18.2% | +32.7% | +18.6% |
| YTD | +17.1% | -5.9% | +23.0% | +17.4% |
| 1Y | +15.3% | -23.8% | +39.2% | +21.0% |
| 3Y | +0.5% | -33.6% | +34.0% | +7.6% |
| 5Y | +6.1% | -35.7% | +41.8% | +12.5% |
| 10Y | +192.2% | -2.5% | +194.7% | +168.0% |
| All | +41,921.5% | +1,661.9% | +40,259.6% | +18,310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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