+42,373.9%
MCHP vs CPB
+155.9%
+42,218.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +2.1% |
| 7D | +1.7% | -8.6% | +10.3% | +3.3% |
| 30D | -4.1% | -7.2% | +3.2% | -2.8% |
| 3M | -22.5% | +0.9% | -23.4% | -23.2% |
| 6M | +7.3% | -11.8% | +19.1% | +8.9% |
| YTD | +18.4% | -19.4% | +37.8% | +22.0% |
| 1Y | +18.1% | -30.4% | +48.5% | +25.0% |
| 3Y | -2.8% | -40.2% | +37.4% | +4.9% |
| 5Y | +5.5% | -39.5% | +45.0% | +11.8% |
| 10Y | +185.8% | -47.4% | +233.2% | +201.1% |
| All | +42,373.9% | +155.9% | +42,218.0% | +30,151.2% |
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