+0.5%
MCHP vs CNH
+7.5%
-7.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +2.1% |
| 7D | +2.8% | +8.8% | -6.0% | -2.4% |
| 30D | -12.8% | +24.7% | -37.5% | -24.2% |
| 3M | -19.2% | +27.3% | -46.5% | -30.9% |
| 6M | +14.5% | +23.2% | -8.6% | -1.0% |
| YTD | +17.1% | +48.9% | -31.8% | -10.9% |
| 1Y | +15.3% | +19.4% | -4.1% | +0.6% |
| 3Y | +0.5% | +7.8% | -7.3% | -12.5% |
| All | +0.5% | +7.5% | -7.1% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling