+16.5%
MCHP vs CMS
-2.8%
+19.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +2.9% |
| 7D | -17.5% | -1.1% | -16.4% | -17.8% |
| 30D | -15.8% | +6.6% | -22.4% | -14.5% |
| 3M | -22.9% | +0.8% | -23.7% | -22.6% |
| 6M | -36.6% | -3.3% | -33.2% | -37.6% |
| YTD | -0.8% | +2.7% | -3.6% | -2.7% |
| 1Y | +16.5% | -4.0% | +20.6% | +12.3% |
| All | +16.5% | -2.8% | +19.4% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling