+6.1%
MCHP vs CMS
+26.5%
-20.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.1% |
| 7D | +2.8% | +1.2% | +1.5% | +2.6% |
| 30D | -12.8% | -3.2% | -9.7% | -12.4% |
| 3M | -19.2% | -2.2% | -17.0% | -19.4% |
| 6M | +14.5% | -9.4% | +24.0% | +15.8% |
| YTD | +17.1% | +0.7% | +16.4% | +16.0% |
| 1Y | +15.3% | +0.4% | +15.0% | +13.9% |
| 3Y | +0.5% | +35.2% | -34.7% | -9.2% |
| 5Y | +6.1% | +24.1% | -18.0% | -6.8% |
| All | +6.1% | +26.5% | -20.4% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling