+1.4%
MCHP vs FFIV
+95.0%
-93.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -0.9% |
| 7D | -2.1% | +1.6% | -3.7% | -3.3% |
| 30D | -11.1% | -3.7% | -7.4% | -9.1% |
| 3M | -18.1% | +2.0% | -20.1% | -20.1% |
| 6M | +10.8% | +39.3% | -28.5% | -14.8% |
| YTD | +14.2% | +56.1% | -41.9% | -20.5% |
| 1Y | +13.5% | +22.0% | -8.5% | -5.6% |
| 3Y | -2.0% | +148.2% | -150.2% | -54.4% |
| 5Y | +1.4% | +96.3% | -94.9% | -44.8% |
| All | +1.4% | +95.0% | -93.6% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling