+42,373.9%
MCHP vs CMS
+888.3%
+41,485.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -4.1% | -3.6% | -0.5% | -3.1% |
| 3M | -22.5% | -1.9% | -20.6% | -22.5% |
| 6M | +7.3% | -11.0% | +18.3% | +10.2% |
| YTD | +18.4% | +0.2% | +18.2% | +17.6% |
| 1Y | +18.1% | -1.3% | +19.4% | +17.5% |
| 3Y | -2.8% | +35.9% | -38.7% | -12.6% |
| 5Y | +5.5% | +23.1% | -17.6% | -3.3% |
| 10Y | +185.8% | +117.9% | +67.9% | +122.3% |
| All | +42,373.9% | +888.3% | +41,485.6% | +19,580.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling