+602.1%
MCHP vs CVE
+62.6%
+539.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -19.2% | -10.1% | -9.1% | -16.8% |
| 30D | -18.6% | -12.1% | -6.5% | -15.8% |
| 3M | -26.9% | -1.9% | -25.1% | -27.0% |
| 6M | -37.2% | -1.8% | -35.4% | -37.8% |
| YTD | -1.8% | +65.8% | -67.6% | -16.7% |
| 1Y | +12.1% | +60.8% | -48.7% | -4.2% |
| 3Y | -10.0% | +70.1% | -80.1% | -25.0% |
| 5Y | -17.3% | +134.8% | -152.0% | -39.0% |
| 10Y | +131.0% | +130.1% | +0.9% | +40.2% |
| All | +602.1% | +62.6% | +539.5% | +340.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling