+981.7%
MCHP vs CRL
+1,379.5%
-397.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +2.1% |
| 7D | +1.7% | -1.0% | +2.7% | +2.1% |
| 30D | -4.1% | +10.7% | -14.7% | -7.7% |
| 3M | -22.5% | +55.3% | -77.8% | -34.9% |
| 6M | +7.3% | +60.7% | -53.4% | -12.5% |
| YTD | +18.4% | +44.6% | -26.2% | -0.4% |
| 1Y | +18.1% | +77.7% | -59.6% | -8.5% |
| 3Y | -2.8% | +37.6% | -40.4% | -20.0% |
| 5Y | +5.5% | -35.8% | +41.3% | +10.2% |
| 10Y | +185.8% | +241.7% | -55.9% | +74.1% |
| All | +981.7% | +1,379.5% | -397.8% | +411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling