+199.5%
MCHP vs FITB
+290.8%
-91.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.4% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -6.0% | -5.7% | -0.4% | -3.1% |
| 3M | -19.7% | +3.2% | -22.8% | -21.3% |
| 6M | +14.0% | +23.4% | -9.4% | +1.5% |
| YTD | +18.4% | +18.8% | -0.4% | +7.1% |
| 1Y | +17.1% | +25.0% | -7.9% | +3.0% |
| 3Y | +0.7% | +131.2% | -130.5% | -35.2% |
| 5Y | +5.1% | +70.7% | -65.6% | -23.0% |
| All | +199.5% | +290.8% | -91.3% | +46.3% |
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