-16.9%
MCHP vs CNH
-16.3%
-0.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +2.2% |
| 7D | -4.3% | +6.4% | -10.7% | -8.0% |
| 30D | -16.3% | -1.6% | -14.6% | -15.9% |
| 3M | -21.4% | +11.6% | -32.9% | -28.1% |
| 6M | -35.8% | +12.5% | -48.3% | -41.9% |
| YTD | -0.9% | +31.1% | -32.0% | -19.4% |
| 1Y | +14.5% | +17.0% | -2.5% | -0.3% |
| 3Y | -13.7% | +28.7% | -42.4% | -29.6% |
| 5Y | -16.9% | -17.4% | +0.5% | -17.8% |
| All | -16.9% | -16.3% | -0.6% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling