+201.4%
MCHP vs CP
+224.3%
-22.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | +0.3% | +0.6% | -0.2% | -0.1% |
| 30D | -9.8% | -0.5% | -9.3% | -9.6% |
| 3M | -19.7% | +0.1% | -19.8% | -20.4% |
| 6M | +13.6% | +7.8% | +5.8% | +6.5% |
| YTD | +16.5% | +22.9% | -6.3% | -1.3% |
| 1Y | +15.7% | +21.3% | -5.6% | -1.2% |
| 3Y | 0.0% | +20.4% | -20.4% | -14.6% |
| 5Y | +4.4% | +34.9% | -30.5% | -19.7% |
| 10Y | +201.4% | +233.3% | -32.0% | +36.6% |
| All | +201.4% | +224.3% | -22.9% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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