+35,479.1%
MCHP vs CMS
+913.2%
+34,565.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -17.5% | -1.1% | -16.4% | -17.2% |
| 30D | -15.8% | +6.6% | -22.4% | -17.4% |
| 3M | -22.9% | +0.8% | -23.7% | -23.1% |
| 6M | -36.6% | -3.3% | -33.2% | -36.3% |
| YTD | -0.8% | +2.7% | -3.6% | -2.2% |
| 1Y | +16.5% | -4.0% | +20.6% | +17.0% |
| 3Y | -13.6% | +37.6% | -51.2% | -22.6% |
| 5Y | -17.0% | +35.4% | -52.5% | -25.9% |
| 10Y | +137.7% | +136.0% | +1.7% | +80.8% |
| All | +35,479.1% | +913.2% | +34,565.9% | +16,255.2% |
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