+41,921.5%
MCHP vs FITB
+1,138.7%
+40,782.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.8% | +2.8% | -0.1% | +2.0% |
| 30D | -12.8% | -4.5% | -8.3% | -11.8% |
| 3M | -19.2% | +5.7% | -24.9% | -20.5% |
| 6M | +14.5% | +17.1% | -2.6% | +9.9% |
| YTD | +17.1% | +18.3% | -1.2% | +12.0% |
| 1Y | +15.3% | +23.9% | -8.6% | +9.0% |
| 3Y | +0.5% | +131.1% | -130.6% | -18.1% |
| 5Y | +6.1% | +71.1% | -65.0% | -7.5% |
| 10Y | +192.2% | +283.9% | -91.6% | +108.1% |
| All | +41,921.5% | +1,138.7% | +40,782.8% | +18,284.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling