+199.5%
MCHP vs COR
+406.5%
-207.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | 0.0% | -2.8% | +2.9% | +0.7% |
| 30D | -6.0% | +2.6% | -8.6% | -6.6% |
| 3M | -19.7% | +14.5% | -34.1% | -22.8% |
| 6M | +14.0% | -7.8% | +21.8% | +15.2% |
| YTD | +18.4% | -4.2% | +22.7% | +17.8% |
| 1Y | +17.1% | +7.0% | +10.1% | +12.0% |
| 3Y | +0.7% | +85.5% | -84.8% | -23.0% |
| 5Y | +5.1% | +181.2% | -176.1% | -32.2% |
| All | +199.5% | +406.5% | -207.0% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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