+598.6%
MCHP vs CMG
+3,914.4%
-3,315.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -2.1% | -3.8% | +1.7% | -0.9% |
| 30D | -11.1% | +12.9% | -24.0% | -14.7% |
| 3M | -18.1% | +18.8% | -36.9% | -23.8% |
| 6M | +10.8% | +4.1% | +6.7% | +7.0% |
| YTD | +14.2% | -2.4% | +16.6% | +12.3% |
| 1Y | +13.5% | -6.7% | +20.1% | +12.2% |
| 3Y | -2.0% | -7.1% | +5.1% | -3.9% |
| 5Y | +1.4% | -5.0% | +6.4% | -2.4% |
| 10Y | +195.5% | +323.5% | -128.0% | +82.4% |
| All | +598.6% | +3,914.4% | -3,315.9% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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