+746.8%
MCHP vs CVE
+89.9%
+656.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.8% |
| 7D | +1.7% | +2.5% | -0.8% | +1.0% |
| 30D | -4.1% | +16.7% | -20.8% | -8.3% |
| 3M | -22.5% | +9.3% | -31.8% | -24.9% |
| 6M | +7.3% | +43.6% | -36.3% | -4.3% |
| YTD | +18.4% | +93.6% | -75.2% | -3.4% |
| 1Y | +18.1% | +98.8% | -80.6% | -4.6% |
| 3Y | -2.8% | +73.6% | -76.4% | -19.5% |
| 5Y | +5.5% | +312.5% | -307.0% | -33.0% |
| 10Y | +185.8% | +161.0% | +24.8% | +67.8% |
| All | +746.8% | +89.9% | +656.8% | +410.7% |
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