+199.5%
MCHP vs FFIV
+249.4%
-49.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.3% | +1.4% |
| 7D | 0.0% | +5.4% | -5.4% | -3.6% |
| 30D | -6.0% | -2.7% | -3.4% | -4.6% |
| 3M | -19.7% | +4.5% | -24.2% | -22.9% |
| 6M | +14.0% | +42.2% | -28.2% | -12.7% |
| YTD | +18.4% | +61.3% | -42.9% | -18.1% |
| 1Y | +17.1% | +23.0% | -5.9% | -2.5% |
| 3Y | +0.7% | +156.3% | -155.5% | -51.2% |
| 5Y | +5.1% | +102.9% | -97.8% | -40.7% |
| All | +199.5% | +249.4% | -49.9% | +24.8% |
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