+42,391.0%
MCHP vs CMI
+9,722.0%
+32,669.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +3.1% |
| 7D | 0.0% | -0.7% | +0.8% | +0.4% |
| 30D | -6.0% | -12.4% | +6.4% | -0.4% |
| 3M | -19.7% | -14.8% | -4.9% | -13.6% |
| 6M | +14.0% | +0.8% | +13.2% | +14.4% |
| YTD | +18.4% | +10.2% | +8.2% | +13.6% |
| 1Y | +17.1% | +37.4% | -20.3% | +1.8% |
| 3Y | +0.7% | +153.3% | -152.6% | -31.7% |
| 5Y | +5.1% | +167.6% | -162.5% | -30.0% |
| 10Y | +206.3% | +514.4% | -308.0% | +47.4% |
| All | +42,391.0% | +9,722.0% | +32,669.1% | +4,653.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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