+29.9%
MCHP vs CRL
+85.3%
-55.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.3% | +4.0% | -2.2% |
| 7D | -5.4% | -12.8% | +7.4% | -3.5% |
| 30D | -7.5% | +5.0% | -12.5% | -7.9% |
| 3M | -6.0% | +39.4% | -45.4% | -9.6% |
| 6M | -20.1% | +89.4% | -109.4% | -26.8% |
| YTD | +20.2% | +63.6% | -43.3% | +14.8% |
| 1Y | +29.9% | +83.5% | -53.5% | +15.4% |
| All | +29.9% | +85.3% | -55.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling