+133.4%
MCHP vs F
+79.7%
+53.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -22.6% | +1.0% | -23.5% | -22.9% |
| 30D | -20.1% | +2.1% | -22.3% | -21.0% |
| 3M | -25.4% | -10.3% | -15.2% | -21.9% |
| 6M | -38.4% | +3.3% | -41.7% | -40.6% |
| YTD | -3.7% | -2.0% | -1.7% | -5.2% |
| 1Y | +11.7% | -2.3% | +14.0% | +10.2% |
| 3Y | -16.1% | +49.9% | -66.0% | -35.4% |
| 5Y | -16.9% | -12.5% | -4.4% | -20.9% |
| 10Y | +133.4% | +74.3% | +59.2% | +36.8% |
| All | +133.4% | +79.7% | +53.7% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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