+199.5%
MCHP vs FANG
+182.5%
+17.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | 0.0% | +2.9% | -2.8% | -0.8% |
| 30D | -6.0% | +2.6% | -8.7% | -6.7% |
| 3M | -19.7% | +7.6% | -27.3% | -21.8% |
| 6M | +14.0% | +17.3% | -3.3% | +7.6% |
| YTD | +18.4% | +38.7% | -20.2% | +6.2% |
| 1Y | +17.1% | +51.6% | -34.5% | +2.1% |
| 3Y | +0.7% | +50.0% | -49.2% | -12.2% |
| 5Y | +5.1% | +237.6% | -232.5% | -27.4% |
| All | +199.5% | +182.5% | +17.0% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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