-0.9%
MCHP vs CPB
-40.6%
+39.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +0.3% | -8.0% | +8.3% | +0.5% |
| 30D | -9.8% | -2.4% | -7.3% | -9.7% |
| 3M | -19.7% | +0.5% | -20.2% | -19.8% |
| 6M | +13.6% | -10.5% | +24.0% | +14.9% |
| YTD | +16.5% | -17.5% | +34.1% | +18.9% |
| 1Y | +15.7% | -31.0% | +46.7% | +21.2% |
| All | -0.9% | -40.6% | +39.7% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling