+136.1%
MCHP vs CSGP
+61.2%
+74.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -4.3% | -6.1% | +1.8% | -1.5% |
| 30D | -16.3% | +0.3% | -16.6% | -17.7% |
| 3M | -21.4% | -1.3% | -20.1% | -23.3% |
| 6M | -35.8% | -8.9% | -26.8% | -36.8% |
| YTD | -0.9% | -55.2% | +54.3% | +37.3% |
| 1Y | +14.5% | -56.4% | +70.9% | +60.7% |
| 3Y | -13.7% | -62.2% | +48.5% | +28.5% |
| 5Y | -16.9% | -63.7% | +46.7% | +22.5% |
| All | +136.1% | +61.2% | +74.9% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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