+137.7%
MCHP vs CVE
+144.4%
-6.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.3% |
| 7D | -17.5% | +0.1% | -17.6% | -17.4% |
| 30D | -15.8% | -10.8% | -5.0% | -13.4% |
| 3M | -22.9% | -4.3% | -18.5% | -22.3% |
| 6M | -36.6% | -1.5% | -35.1% | -37.1% |
| YTD | -0.8% | +70.7% | -71.6% | -16.2% |
| 1Y | +16.5% | +58.1% | -41.6% | +0.5% |
| 3Y | -13.6% | +69.8% | -83.5% | -27.9% |
| 5Y | -17.0% | +148.9% | -165.9% | -39.0% |
| 10Y | +137.7% | +143.5% | -5.9% | +33.0% |
| All | +137.7% | +144.4% | -6.7% | +33.0% |
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