+1.4%
MCHP vs FITB
+68.4%
-67.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -2.1% | -1.0% | -1.1% | -1.5% |
| 30D | -11.1% | -5.5% | -5.6% | -8.0% |
| 3M | -18.1% | +4.1% | -22.2% | -20.5% |
| 6M | +10.8% | +18.7% | -7.9% | -1.1% |
| YTD | +14.2% | +18.2% | -3.9% | +1.7% |
| 1Y | +13.5% | +23.7% | -10.2% | -2.0% |
| 3Y | -2.0% | +130.8% | -132.8% | -40.2% |
| 5Y | +1.4% | +69.8% | -68.4% | -24.9% |
| All | +1.4% | +68.4% | -67.0% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling