+199.5%
MCHP vs FHN
+126.8%
+72.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.8% | +4.1% |
| 7D | 0.0% | -1.9% | +1.9% | +0.8% |
| 30D | -6.0% | -5.4% | -0.6% | -4.0% |
| 3M | -19.7% | -1.4% | -18.3% | -19.4% |
| 6M | +14.0% | +9.9% | +4.2% | +9.8% |
| YTD | +18.4% | +3.9% | +14.5% | +16.3% |
| 1Y | +17.1% | +10.6% | +6.5% | +11.9% |
| 3Y | +0.7% | +130.7% | -129.9% | -26.8% |
| 5Y | +5.1% | +88.8% | -83.7% | -25.8% |
| All | +199.5% | +126.8% | +72.7% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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