+199.5%
MCHP vs CRL
+256.1%
-56.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.7% | +2.7% |
| 7D | 0.0% | -3.5% | +3.6% | +1.9% |
| 30D | -6.0% | -2.1% | -3.9% | -5.1% |
| 3M | -19.7% | +48.0% | -67.6% | -35.3% |
| 6M | +14.0% | +64.7% | -50.7% | -15.2% |
| YTD | +18.4% | +39.5% | -21.1% | -5.0% |
| 1Y | +17.1% | +74.2% | -57.1% | -17.5% |
| 3Y | +0.7% | +39.4% | -38.7% | -25.3% |
| 5Y | +5.1% | -36.9% | +42.0% | +17.8% |
| All | +199.5% | +256.1% | -56.6% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling