+329.1%
MCHP vs FCUV
-95.9%
+424.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.5% |
| 7D | +0.3% | -63.8% | +64.1% | +0.4% |
| 30D | -9.8% | -14.7% | +4.9% | -9.8% |
| 3M | -19.7% | +65.3% | -85.0% | -20.1% |
| 6M | +13.6% | -68.5% | +82.1% | +13.4% |
| YTD | +16.5% | -83.0% | +99.6% | +16.5% |
| 1Y | +15.7% | -94.4% | +110.1% | +15.9% |
| 3Y | 0.0% | -99.3% | +99.2% | +0.1% |
| 5Y | +4.4% | -99.9% | +104.3% | +4.6% |
| 10Y | +201.4% | -98.6% | +300.0% | +206.1% |
| All | +329.1% | -95.9% | +424.9% | +347.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling