+6.1%
MCHP vs FE
+48.2%
-42.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.8% | +0.6% | +2.1% | +2.6% |
| 30D | -12.8% | -2.1% | -10.7% | -12.3% |
| 3M | -19.2% | +2.6% | -21.8% | -19.9% |
| 6M | +14.5% | -6.8% | +21.3% | +16.5% |
| YTD | +17.1% | +6.9% | +10.2% | +14.3% |
| 1Y | +15.3% | +11.6% | +3.8% | +10.6% |
| 3Y | +0.5% | +47.7% | -47.2% | -15.6% |
| 5Y | +6.1% | +46.2% | -40.1% | -14.6% |
| All | +6.1% | +48.2% | -42.1% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling