-16.9%
MCHP vs FFIV
+40.7%
-57.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.4% |
| 7D | -4.3% | +1.9% | -6.2% | -5.4% |
| 30D | -16.3% | -33.3% | +17.0% | +7.2% |
| 3M | -21.4% | -24.9% | +3.5% | -8.1% |
| 6M | -35.8% | -10.5% | -25.2% | -34.4% |
| YTD | -0.9% | +24.4% | -25.4% | -23.0% |
| 1Y | +14.5% | +32.3% | -17.7% | -15.3% |
| 3Y | -13.7% | +99.7% | -113.4% | -56.1% |
| 5Y | -16.9% | +38.4% | -55.4% | -46.4% |
| All | -16.9% | +40.7% | -57.6% | -46.4% |
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 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