-42.7%
MCHP vs CSGP
-12.6%
-30.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -4.7% | -5.3% | -11.3% |
| 7D | -24.6% | +1.3% | -25.8% | -24.1% |
| 30D | -25.2% | +10.7% | -35.9% | -21.0% |
| 3M | -21.1% | +3.3% | -24.3% | -18.2% |
| 6M | -42.7% | -10.3% | -32.3% | -43.4% |
| All | -42.7% | -12.6% | -30.1% | -43.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling