+42,373.8%
MCHP vs CP
+10,360.0%
+32,013.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +1.7% | -2.7% | +4.4% | +3.0% |
| 30D | -4.1% | +0.2% | -4.2% | -4.1% |
| 3M | -22.5% | +2.6% | -25.1% | -23.8% |
| 6M | +7.3% | +6.0% | +1.3% | +4.1% |
| YTD | +18.4% | +24.9% | -6.6% | +6.0% |
| 1Y | +18.1% | +20.1% | -2.0% | +7.7% |
| 3Y | -2.8% | +16.4% | -19.2% | -9.7% |
| 5Y | +5.5% | +31.7% | -26.2% | -7.8% |
| 10Y | +185.8% | +223.9% | -38.0% | +72.4% |
| All | +42,373.8% | +10,360.0% | +32,013.8% | +7,434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling