+3.0%
MCHP vs FCUV
-99.8%
+102.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +3.6% |
| 7D | 0.0% | -66.5% | +66.5% | +0.4% |
| 30D | -6.0% | +5.0% | -11.0% | -6.3% |
| 3M | -19.7% | +63.8% | -83.5% | -21.8% |
| 6M | +14.0% | -67.8% | +81.9% | +15.7% |
| YTD | +18.4% | -82.4% | +100.8% | +22.2% |
| 1Y | +17.1% | -94.7% | +111.8% | +25.9% |
| 3Y | +0.7% | -99.3% | +100.0% | +14.2% |
| All | +3.0% | -99.8% | +102.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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