+133.4%
MCHP vs CVE
+132.7%
+0.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -22.6% | -10.0% | -12.6% | -20.3% |
| 30D | -20.1% | -11.9% | -8.3% | -17.6% |
| 3M | -25.4% | -5.9% | -19.5% | -24.6% |
| 6M | -38.4% | -1.6% | -36.9% | -39.0% |
| YTD | -3.7% | +66.3% | -70.0% | -18.1% |
| 1Y | +11.7% | +57.5% | -45.8% | -3.6% |
| 3Y | -16.1% | +65.4% | -81.5% | -29.5% |
| 5Y | -16.9% | +144.2% | -161.1% | -38.6% |
| 10Y | +133.4% | +135.5% | -2.1% | +31.4% |
| All | +133.4% | +132.7% | +0.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling