-13.2%
MCHP vs FITB
+144.0%
-157.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.5% |
| 7D | +5.7% | +2.8% | +3.0% | +3.6% |
| 30D | -13.4% | +9.8% | -23.2% | -19.2% |
| 3M | -20.1% | -5.2% | -15.0% | -16.8% |
| 6M | -35.5% | +17.3% | -52.8% | -43.5% |
| YTD | -1.6% | +19.3% | -20.9% | -16.0% |
| 1Y | +15.5% | +32.7% | -17.2% | -9.7% |
| 3Y | -13.2% | +141.6% | -154.8% | -51.3% |
| All | -13.2% | +144.0% | -157.2% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling