-16.1%
MCHP vs F
+48.9%
-65.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.0% |
| 7D | -22.6% | -0.2% | -22.3% | -22.4% |
| 30D | -20.1% | +0.9% | -21.0% | -20.5% |
| 3M | -25.4% | -11.3% | -14.1% | -21.6% |
| 6M | -38.4% | +2.0% | -40.5% | -40.4% |
| YTD | -3.7% | -3.2% | -0.6% | -5.0% |
| 1Y | +11.7% | -3.5% | +15.2% | +10.4% |
| 3Y | -16.1% | +48.1% | -64.2% | -39.6% |
| All | -16.1% | +48.9% | -65.0% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling