+188.9%
MCHP vs CNP
+137.1%
+51.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.2% |
| 7D | -2.1% | -2.2% | +0.1% | -1.1% |
| 30D | -11.1% | -2.1% | -9.1% | -10.3% |
| 3M | -18.1% | -7.9% | -10.2% | -15.2% |
| 6M | +10.8% | -8.3% | +19.1% | +14.5% |
| YTD | +14.2% | +3.8% | +10.5% | +10.6% |
| 1Y | +13.5% | +5.9% | +7.6% | +8.3% |
| 3Y | -2.0% | +49.3% | -51.3% | -23.7% |
| 5Y | +1.4% | +69.3% | -67.9% | -27.0% |
| All | +188.9% | +137.1% | +51.8% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling