+42,373.9%
MCHP vs CNP
+1,022.9%
+41,350.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +1.7% | +1.1% | +0.6% | +1.5% |
| 30D | -4.1% | -1.8% | -2.3% | -3.7% |
| 3M | -22.5% | -4.6% | -17.9% | -22.0% |
| 6M | +7.3% | -8.8% | +16.1% | +8.9% |
| YTD | +18.4% | +5.2% | +13.1% | +16.7% |
| 1Y | +18.1% | +8.3% | +9.8% | +15.6% |
| 3Y | -2.8% | +54.9% | -57.7% | -12.1% |
| 5Y | +5.5% | +73.5% | -68.0% | -6.6% |
| 10Y | +185.8% | +139.1% | +46.7% | +134.8% |
| All | +42,373.9% | +1,022.9% | +41,350.9% | +25,905.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling