+35,479.1%
MCHP vs CPB
+170.4%
+35,308.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.2% |
| 7D | -17.5% | -4.1% | -13.4% | -16.9% |
| 30D | -15.8% | +16.9% | -32.8% | -18.4% |
| 3M | -22.9% | -0.6% | -22.3% | -23.2% |
| 6M | -36.6% | +11.4% | -47.9% | -38.6% |
| YTD | -0.8% | -14.8% | +14.0% | +0.8% |
| 1Y | +16.5% | -24.8% | +41.3% | +21.3% |
| 3Y | -13.6% | -36.6% | +23.0% | -8.0% |
| 5Y | -17.0% | -33.3% | +16.3% | -14.0% |
| 10Y | +137.7% | -40.4% | +178.1% | +142.5% |
| All | +35,479.1% | +170.4% | +35,308.7% | +24,891.5% |
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