+201.4%
MCHP vs CMS
+116.0%
+85.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +0.3% | +0.2% | +0.2% | +0.3% |
| 30D | -9.8% | -1.3% | -8.5% | -9.4% |
| 3M | -19.7% | -5.4% | -14.3% | -18.7% |
| 6M | +13.6% | -10.3% | +23.9% | +16.8% |
| YTD | +16.5% | -0.2% | +16.8% | +15.5% |
| 1Y | +15.7% | -0.9% | +16.6% | +14.5% |
| 3Y | 0.0% | +34.0% | -34.0% | -13.1% |
| 5Y | +4.4% | +23.6% | -19.1% | -7.7% |
| 10Y | +201.4% | +122.2% | +79.2% | +146.3% |
| All | +201.4% | +116.0% | +85.4% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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