+133.4%
MCHP vs CSGP
+61.5%
+72.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.7% |
| 7D | -22.6% | -3.2% | -19.4% | -21.3% |
| 30D | -20.1% | +2.2% | -22.4% | -22.1% |
| 3M | -25.4% | -3.7% | -21.8% | -26.4% |
| 6M | -38.4% | -7.4% | -31.0% | -39.9% |
| YTD | -3.7% | -54.9% | +51.2% | +33.0% |
| 1Y | +11.7% | -54.9% | +66.6% | +53.8% |
| 3Y | -16.1% | -61.9% | +45.8% | +24.4% |
| 5Y | -16.9% | -63.1% | +46.2% | +21.6% |
| 10Y | +133.4% | +65.1% | +68.3% | +50.8% |
| All | +133.4% | +61.5% | +72.0% | +50.8% |
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