+41,709.6%
MCHP vs CRS
+7,949.5%
+33,760.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.3% | -0.5% | +0.9% | +0.5% |
| 30D | -9.8% | -18.1% | +8.3% | -3.4% |
| 3M | -19.7% | -12.4% | -7.3% | -15.8% |
| 6M | +13.6% | +15.9% | -2.4% | +7.5% |
| YTD | +16.5% | +45.8% | -29.3% | +0.7% |
| 1Y | +15.7% | +87.8% | -72.1% | -9.9% |
| 3Y | 0.0% | +648.7% | -648.8% | -52.9% |
| 5Y | +4.4% | +1,416.6% | -1,412.2% | -62.9% |
| 10Y | +201.4% | +1,412.7% | -1,211.3% | -5.1% |
| All | +41,709.6% | +7,949.5% | +33,760.0% | +5,539.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling