+0.7%
MCHP vs CRBG
+122.1%
-121.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +2.9% |
| 7D | 0.0% | +0.6% | -0.5% | -0.3% |
| 30D | -6.0% | +2.6% | -8.7% | -7.4% |
| 3M | -19.7% | +24.0% | -43.7% | -29.0% |
| 6M | +14.0% | +50.5% | -36.5% | -10.2% |
| YTD | +18.4% | +17.1% | +1.3% | +6.3% |
| 1Y | +17.1% | +5.9% | +11.2% | +11.1% |
| 3Y | +0.7% | +122.7% | -122.0% | -29.7% |
| All | +0.7% | +122.1% | -121.4% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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