+134.5%
MCHP vs FFIV
+118.6%
+16.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.0% | +1.2% |
| 7D | +5.7% | -0.5% | +6.3% | +6.1% |
| 30D | -13.4% | -32.4% | +19.0% | +10.2% |
| 3M | -20.1% | -25.7% | +5.6% | -5.5% |
| 6M | -35.5% | -13.5% | -22.0% | -31.9% |
| YTD | -1.6% | +21.1% | -22.7% | -20.1% |
| 1Y | +15.5% | +29.4% | -13.9% | -10.9% |
| 3Y | -13.2% | +94.9% | -108.1% | -51.5% |
| 5Y | -17.5% | +34.7% | -52.2% | -40.6% |
| All | +134.5% | +118.6% | +16.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling