+978.3%
MCHP vs CME
+7,469.3%
-6,491.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +1.7% | -1.6% | +3.3% | +2.2% |
| 30D | -4.1% | +6.2% | -10.3% | -6.0% |
| 3M | -22.5% | +10.4% | -32.9% | -25.5% |
| 6M | +7.3% | -9.5% | +16.8% | +9.4% |
| YTD | +18.4% | +6.0% | +12.4% | +14.4% |
| 1Y | +18.1% | +9.3% | +8.9% | +12.6% |
| 3Y | -2.8% | +57.7% | -60.4% | -20.3% |
| 5Y | +5.5% | +77.7% | -72.2% | -17.8% |
| 10Y | +185.8% | +281.2% | -95.4% | +70.9% |
| All | +978.3% | +7,469.3% | -6,491.0% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling