+2,460.0%
MCHP vs FE
+561.4%
+1,898.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +1.7% | +1.9% | -0.2% | +1.0% |
| 30D | -4.1% | -1.2% | -2.9% | -3.7% |
| 3M | -22.5% | +3.5% | -26.0% | -23.7% |
| 6M | +7.3% | -6.1% | +13.3% | +9.2% |
| YTD | +18.4% | +7.6% | +10.8% | +14.7% |
| 1Y | +18.1% | +11.9% | +6.2% | +12.6% |
| 3Y | -2.8% | +48.4% | -51.2% | -17.6% |
| 5Y | +5.5% | +44.8% | -39.3% | -10.4% |
| 10Y | +185.8% | +115.9% | +69.9% | +108.6% |
| All | +2,460.0% | +561.4% | +1,898.6% | +1,003.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling