-17.0%
MCHP vs FE
+47.0%
-64.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -17.5% | -0.4% | -17.1% | -17.4% |
| 30D | -15.8% | +3.6% | -19.4% | -16.6% |
| 3M | -22.9% | +0.3% | -23.2% | -23.0% |
| 6M | -36.6% | +6.4% | -43.0% | -37.8% |
| YTD | -0.8% | +8.1% | -9.0% | -3.5% |
| 1Y | +16.5% | +4.6% | +11.9% | +14.4% |
| 3Y | -13.6% | +49.1% | -62.7% | -27.6% |
| 5Y | -17.0% | +46.1% | -63.1% | -32.1% |
| All | -17.0% | +47.0% | -64.0% | -32.1% |
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 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