+0.5%
MCHP vs CP
+20.4%
-19.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | +2.8% | +2.4% | +0.3% | +0.9% |
| 30D | -12.8% | -0.5% | -12.3% | -12.6% |
| 3M | -19.2% | +1.4% | -20.6% | -20.7% |
| 6M | +14.5% | +10.3% | +4.2% | +4.8% |
| YTD | +17.1% | +24.3% | -7.2% | -3.1% |
| 1Y | +15.3% | +20.4% | -5.1% | -2.2% |
| 3Y | +0.5% | +21.8% | -21.3% | -16.8% |
| All | +0.5% | +20.4% | -19.9% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling