+6.0%
MCHP vs CVE
+317.2%
-311.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.9% |
| 7D | +1.7% | +2.5% | -0.8% | +0.8% |
| 30D | -4.1% | +16.7% | -20.8% | -8.9% |
| 3M | -22.5% | +9.3% | -31.8% | -25.2% |
| 6M | +7.3% | +43.6% | -36.3% | -6.7% |
| YTD | +18.4% | +93.6% | -75.2% | -8.1% |
| 1Y | +18.1% | +98.8% | -80.6% | -9.6% |
| 3Y | -2.8% | +73.6% | -76.4% | -26.1% |
| All | +6.0% | +317.2% | -311.2% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling