+387.4%
MCHP vs CNH
+64.7%
+322.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.0% | -2.6% | -0.6% |
| 7D | +1.7% | +23.3% | -21.6% | -9.0% |
| 30D | -4.1% | +33.5% | -37.5% | -18.1% |
| 3M | -22.5% | +32.7% | -55.2% | -33.9% |
| 6M | +7.3% | +22.2% | -14.9% | -5.1% |
| YTD | +18.4% | +57.7% | -39.3% | -8.5% |
| 1Y | +18.1% | +28.0% | -9.9% | +1.5% |
| 3Y | -2.8% | +11.5% | -14.3% | -12.0% |
| 5Y | +5.5% | +11.9% | -6.4% | -6.6% |
| 10Y | +185.8% | +162.8% | +23.0% | +70.8% |
| All | +387.4% | +64.7% | +322.7% | +195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling