+134.5%
MCHP vs FITB
+212.2%
-77.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.3% |
| 7D | +5.7% | +2.8% | +3.0% | +4.2% |
| 30D | -13.4% | +9.8% | -23.2% | -17.6% |
| 3M | -20.1% | -5.2% | -15.0% | -17.7% |
| 6M | -35.5% | +17.3% | -52.8% | -41.0% |
| YTD | -1.6% | +19.3% | -20.9% | -11.1% |
| 1Y | +15.5% | +32.7% | -17.2% | -1.4% |
| 3Y | -13.2% | +141.6% | -154.8% | -45.3% |
| 5Y | -17.5% | +48.9% | -66.3% | -35.2% |
| All | +134.5% | +212.2% | -77.6% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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