+188.9%
MCHP vs CME
+280.4%
-91.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -2.1% | -2.4% | +0.3% | -1.4% |
| 30D | -11.1% | +6.2% | -17.3% | -12.8% |
| 3M | -18.1% | +4.4% | -22.5% | -19.6% |
| 6M | +10.8% | -9.6% | +20.4% | +13.4% |
| YTD | +14.2% | +3.8% | +10.5% | +11.1% |
| 1Y | +13.5% | +9.5% | +3.9% | +7.8% |
| 3Y | -2.0% | +51.9% | -53.9% | -22.0% |
| 5Y | +1.4% | +78.7% | -77.3% | -26.9% |
| All | +188.9% | +280.4% | -91.5% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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