+19.1%
MCHP vs CRCL
+31.3%
-12.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | 0.0% | -11.2% | +11.3% | +0.9% |
| 30D | -6.0% | +27.1% | -33.1% | -7.8% |
| 3M | -19.7% | +9.6% | -29.3% | -20.8% |
| 6M | +14.0% | -19.7% | +33.7% | +13.4% |
| YTD | +18.4% | +14.2% | +4.2% | +15.8% |
| 1Y | +17.1% | -32.2% | +49.3% | +16.3% |
| All | +19.1% | +31.3% | -12.2% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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