+6.0%
MCHP vs CSGP
-64.7%
+70.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +2.3% |
| 7D | +1.7% | -4.1% | +5.8% | +3.1% |
| 30D | -4.1% | +2.3% | -6.4% | -5.5% |
| 3M | -22.5% | -8.2% | -14.3% | -21.7% |
| 6M | +7.3% | -35.1% | +42.3% | +25.7% |
| YTD | +18.4% | -54.0% | +72.4% | +61.8% |
| 1Y | +18.1% | -65.3% | +83.4% | +87.2% |
| 3Y | -2.8% | -62.6% | +59.8% | +44.3% |
| All | +6.0% | -64.7% | +70.7% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling