+1.4%
MCHP vs FHN
+87.6%
-86.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | -11.1% | -2.6% | -8.5% | -10.4% |
| 3M | -18.1% | +0.8% | -18.9% | -18.4% |
| 6M | +10.8% | +9.2% | +1.6% | +7.7% |
| YTD | +14.2% | +5.1% | +9.1% | +12.2% |
| 1Y | +13.5% | +12.2% | +1.3% | +9.0% |
| 3Y | -2.0% | +132.4% | -134.4% | -18.8% |
| 5Y | +1.4% | +91.1% | -89.7% | -18.4% |
| All | +1.4% | +87.6% | -86.3% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling