+2,416.8%
MCHP vs CSGP
+3,270.0%
-853.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.1% |
| 7D | -22.6% | -3.2% | -19.4% | -21.7% |
| 30D | -20.1% | +2.2% | -22.4% | -21.4% |
| 3M | -25.4% | -3.7% | -21.8% | -25.9% |
| 6M | -38.4% | -7.4% | -31.0% | -39.3% |
| YTD | -3.7% | -54.9% | +51.2% | +16.1% |
| 1Y | +11.7% | -54.9% | +66.6% | +34.5% |
| 3Y | -16.1% | -61.9% | +45.8% | +6.1% |
| 5Y | -16.9% | -63.1% | +46.2% | +4.9% |
| 10Y | +133.4% | +65.1% | +68.3% | +97.9% |
| All | +2,416.8% | +3,270.0% | -853.2% | +1,032.6% |
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