+29.9%
MCHP vs FE
+6.1%
+23.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -5.4% | +1.7% | -7.1% | -5.0% |
| 30D | -7.5% | +8.1% | -15.7% | -5.9% |
| 3M | -6.0% | -1.3% | -4.7% | -6.5% |
| 6M | -20.1% | +2.9% | -23.0% | -19.2% |
| YTD | +20.2% | +8.6% | +11.7% | +30.8% |
| 1Y | +29.9% | +6.3% | +23.6% | +38.1% |
| All | +29.9% | +6.1% | +23.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling