+11.7%
MCHP vs CSGP
-55.1%
+66.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -2.3% |
| 7D | -22.6% | -3.2% | -19.4% | -22.9% |
| 30D | -20.1% | +2.2% | -22.4% | -19.4% |
| 3M | -25.4% | -3.7% | -21.8% | -25.2% |
| 6M | -38.4% | -7.4% | -31.0% | -37.3% |
| YTD | -3.7% | -54.9% | +51.2% | +7.5% |
| 1Y | +11.7% | -54.9% | +66.6% | +24.7% |
| All | +11.7% | -55.1% | +66.8% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling