+0.7%
MCHP vs CRS
+612.2%
-611.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.1% |
| 7D | 0.0% | -6.8% | +6.8% | +2.8% |
| 30D | -6.0% | -16.1% | +10.1% | +0.7% |
| 3M | -19.7% | -21.2% | +1.5% | -11.6% |
| 6M | +14.0% | +8.7% | +5.3% | +10.5% |
| YTD | +18.4% | +41.0% | -22.5% | +2.7% |
| 1Y | +17.1% | +82.7% | -65.6% | -11.0% |
| 3Y | +0.7% | +604.8% | -604.1% | -50.0% |
| All | +0.7% | +612.2% | -611.5% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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