+5,124.2%
MCHP vs COR
+17,545.2%
-12,421.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.9% |
| 7D | +1.7% | +2.8% | -1.1% | +1.0% |
| 30D | -4.1% | +4.5% | -8.6% | -5.3% |
| 3M | -22.5% | +22.7% | -45.2% | -27.0% |
| 6M | +7.3% | -9.7% | +17.0% | +8.5% |
| YTD | +18.4% | -1.4% | +19.8% | +16.6% |
| 1Y | +18.1% | +13.9% | +4.2% | +11.4% |
| 3Y | -2.8% | +94.0% | -96.7% | -22.3% |
| 5Y | +5.5% | +184.0% | -178.5% | -24.6% |
| 10Y | +185.8% | +406.8% | -220.9% | +69.6% |
| All | +5,124.2% | +17,545.2% | -12,421.0% | +1,092.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling