+305.3%
MCHP vs CNH
+36.2%
+269.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +5.7% | +3.0% | +2.7% | +3.9% |
| 30D | -13.4% | -0.6% | -12.8% | -13.6% |
| 3M | -20.1% | +14.6% | -34.8% | -27.1% |
| 6M | -35.5% | +11.8% | -47.3% | -40.6% |
| YTD | -1.6% | +30.4% | -32.0% | -17.0% |
| 1Y | +15.5% | +19.1% | -3.6% | +1.9% |
| 3Y | -13.2% | +30.2% | -43.4% | -27.1% |
| 5Y | -17.5% | -17.8% | +0.4% | -15.7% |
| 10Y | +136.0% | +103.9% | +32.0% | +56.8% |
| All | +305.3% | +36.2% | +269.1% | +167.9% |
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