-1.9%
MCHP vs CSGP
-61.9%
+60.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +2.0% |
| 7D | +1.7% | -4.1% | +5.8% | +2.7% |
| 30D | -4.1% | +2.3% | -6.4% | -5.1% |
| 3M | -22.5% | -8.2% | -14.3% | -21.3% |
| 6M | +7.3% | -35.1% | +42.3% | +25.1% |
| YTD | +18.4% | -54.0% | +72.4% | +61.9% |
| 1Y | +18.1% | -65.3% | +83.4% | +90.8% |
| All | -1.9% | -61.9% | +60.0% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling