+2,686.6%
MCHP vs CNI
+6,457.9%
-3,771.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.6% |
| 7D | -2.1% | -1.1% | -1.0% | -1.4% |
| 30D | -11.1% | -3.5% | -7.6% | -9.3% |
| 3M | -18.1% | +2.2% | -20.3% | -19.7% |
| 6M | +10.8% | +15.1% | -4.3% | +0.9% |
| YTD | +14.2% | +24.7% | -10.4% | -1.1% |
| 1Y | +13.5% | +33.4% | -19.9% | -5.7% |
| 3Y | -2.0% | +19.5% | -21.5% | -12.4% |
| 5Y | +1.4% | +12.6% | -11.2% | -5.9% |
| 10Y | +195.5% | +134.7% | +60.8% | +86.7% |
| All | +2,686.6% | +6,457.9% | -3,771.3% | +370.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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