-0.9%
MCHP vs FFIV
+151.3%
-152.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -2.9% |
| 7D | +0.3% | +3.5% | -3.1% | -1.8% |
| 30D | -9.8% | -1.3% | -8.4% | -9.3% |
| 3M | -19.7% | +2.4% | -22.1% | -21.5% |
| 6M | +13.6% | +41.8% | -28.2% | -10.9% |
| YTD | +16.5% | +58.5% | -42.0% | -16.4% |
| 1Y | +15.7% | +24.3% | -8.7% | -2.2% |
| All | -0.9% | +151.3% | -152.2% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling