+188.9%
MCHP vs CNH
+157.1%
+31.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.3% |
| 7D | -2.1% | -2.5% | +0.4% | -0.9% |
| 30D | -11.1% | +27.0% | -38.1% | -23.4% |
| 3M | -18.1% | +32.6% | -50.7% | -31.4% |
| 6M | +10.8% | +23.6% | -12.8% | -4.3% |
| YTD | +14.2% | +47.8% | -33.6% | -11.3% |
| 1Y | +13.5% | +21.3% | -7.8% | -1.5% |
| 3Y | -2.0% | +7.0% | -9.0% | -10.6% |
| 5Y | +1.4% | +10.2% | -8.8% | -11.7% |
| All | +188.9% | +157.1% | +31.8% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling