+1,793.5%
MCHP vs FFIV
+6,097.9%
-4,304.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | -4.3% | +1.9% | -6.2% | -4.7% |
| 30D | -16.3% | -33.3% | +17.0% | -6.7% |
| 3M | -21.4% | -24.9% | +3.5% | -15.4% |
| 6M | -35.8% | -10.5% | -25.2% | -34.3% |
| YTD | -0.9% | +24.4% | -25.4% | -8.0% |
| 1Y | +14.5% | +32.3% | -17.7% | +4.5% |
| 3Y | -13.7% | +99.7% | -113.4% | -29.3% |
| 5Y | -16.9% | +38.4% | -55.4% | -24.3% |
| 10Y | +137.5% | +125.0% | +12.4% | +92.1% |
| All | +1,793.5% | +6,097.9% | -4,304.4% | +642.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling