+137.7%
MCHP vs CP
+251.7%
-114.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -17.5% | -0.7% | -16.9% | -16.9% |
| 30D | -15.8% | +9.6% | -25.5% | -21.4% |
| 3M | -22.9% | +2.2% | -25.1% | -24.3% |
| 6M | -36.6% | +11.1% | -47.7% | -41.9% |
| YTD | -0.8% | +28.2% | -29.0% | -18.8% |
| 1Y | +16.5% | +32.2% | -15.6% | -6.6% |
| 3Y | -13.6% | +35.5% | -49.1% | -32.3% |
| 5Y | -17.0% | +26.8% | -43.8% | -33.3% |
| 10Y | +137.7% | +256.9% | -119.3% | +4.5% |
| All | +137.7% | +251.7% | -114.0% | +4.5% |
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