+35,221.4%
MCHP vs CPB
+176.0%
+35,045.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.2% |
| 7D | +5.7% | -1.6% | +7.3% | +6.0% |
| 30D | -13.4% | +19.2% | -32.6% | -16.4% |
| 3M | -20.1% | -0.9% | -19.2% | -20.4% |
| 6M | -35.5% | +15.2% | -50.8% | -37.9% |
| YTD | -1.6% | -13.1% | +11.5% | -0.3% |
| 1Y | +15.5% | -22.4% | +37.9% | +19.5% |
| 3Y | -13.2% | -35.3% | +22.1% | -7.8% |
| 5Y | -17.5% | -33.0% | +15.5% | -14.5% |
| 10Y | +136.0% | -39.2% | +175.1% | +139.9% |
| All | +35,221.4% | +176.0% | +35,045.4% | +24,617.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling