+34,448.3%
MCHP vs F
+333.7%
+34,114.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.2% |
| 7D | -22.6% | -0.2% | -22.3% | -22.5% |
| 30D | -20.1% | +0.9% | -21.0% | -20.4% |
| 3M | -25.4% | -11.3% | -14.1% | -22.4% |
| 6M | -38.4% | +2.0% | -40.5% | -39.7% |
| YTD | -3.7% | -3.2% | -0.6% | -4.1% |
| 1Y | +11.7% | -3.5% | +15.2% | +11.5% |
| 3Y | -16.1% | +48.1% | -64.2% | -29.3% |
| 5Y | -16.9% | -13.5% | -3.4% | -17.4% |
| 10Y | +133.4% | +72.2% | +61.3% | +74.2% |
| All | +34,448.3% | +333.7% | +34,114.6% | +14,800.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling