+188.9%
MCHP vs CPB
-45.5%
+234.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.8% |
| 7D | -2.1% | -5.4% | +3.3% | -1.9% |
| 30D | -11.1% | -7.8% | -3.3% | -10.9% |
| 3M | -18.1% | -6.9% | -11.2% | -17.9% |
| 6M | +10.8% | -12.2% | +23.0% | +11.4% |
| YTD | +14.2% | -21.1% | +35.3% | +15.5% |
| 1Y | +13.5% | -33.5% | +47.0% | +16.0% |
| 3Y | -2.0% | -43.2% | +41.2% | +0.8% |
| 5Y | +1.4% | -40.9% | +42.3% | +3.4% |
| All | +188.9% | -45.5% | +234.3% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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