+1.4%
MCHP vs CNP
+66.3%
-64.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.4% |
| 7D | -2.1% | -2.2% | +0.1% | -1.4% |
| 30D | -11.1% | -2.1% | -9.1% | -10.5% |
| 3M | -18.1% | -7.9% | -10.2% | -16.2% |
| 6M | +10.8% | -8.3% | +19.1% | +13.2% |
| YTD | +14.2% | +3.8% | +10.5% | +10.9% |
| 1Y | +13.5% | +5.9% | +7.6% | +8.8% |
| 3Y | -2.0% | +49.3% | -51.3% | -21.7% |
| 5Y | +1.4% | +69.3% | -67.9% | -22.3% |
| All | +1.4% | +66.3% | -64.9% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling