+2,994.2%
MCHP vs CSGP
+3,334.4%
-340.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +2.2% |
| 7D | +1.7% | -4.1% | +5.8% | +2.9% |
| 30D | -4.1% | +2.3% | -6.4% | -5.2% |
| 3M | -22.5% | -8.2% | -14.3% | -22.2% |
| 6M | +7.3% | -35.1% | +42.3% | +18.6% |
| YTD | +18.4% | -54.0% | +72.4% | +43.7% |
| 1Y | +18.1% | -65.3% | +83.4% | +55.9% |
| 3Y | -2.8% | -62.6% | +59.8% | +25.1% |
| 5Y | +5.5% | -64.8% | +70.3% | +36.4% |
| 10Y | +185.8% | +45.1% | +140.7% | +153.1% |
| All | +2,994.2% | +3,334.4% | -340.2% | +1,302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling