+3.0%
MCHP vs FANG
+232.6%
-229.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | 0.0% | +2.9% | -2.8% | -0.9% |
| 30D | -6.0% | +2.6% | -8.7% | -6.9% |
| 3M | -19.7% | +7.6% | -27.3% | -22.3% |
| 6M | +14.0% | +17.3% | -3.3% | +5.8% |
| YTD | +18.4% | +38.7% | -20.2% | +2.4% |
| 1Y | +17.1% | +51.6% | -34.5% | -2.7% |
| 3Y | +0.7% | +50.0% | -49.2% | -16.5% |
| All | +3.0% | +232.6% | -229.6% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling