+957.3%
MCHP vs CNC
+5,485.4%
-4,528.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.3% |
| 7D | 0.0% | -0.9% | +1.0% | +0.2% |
| 30D | -6.0% | -1.0% | -5.1% | -5.9% |
| 3M | -19.7% | +4.5% | -24.2% | -20.6% |
| 6M | +14.0% | +85.2% | -71.2% | -0.1% |
| YTD | +18.4% | +61.4% | -43.0% | +5.9% |
| 1Y | +17.1% | +94.9% | -77.8% | +0.3% |
| 3Y | +0.7% | 0.0% | +0.7% | -5.8% |
| 5Y | +5.1% | +11.2% | -6.1% | -5.4% |
| 10Y | +206.3% | +98.7% | +107.6% | +139.6% |
| All | +957.3% | +5,485.4% | -4,528.1% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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