+29.9%
MCHP vs FIVE
+63.3%
-33.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.7% | -10.0% | -4.6% |
| 7D | -5.4% | +7.5% | -12.9% | -6.8% |
| 30D | -7.5% | +16.7% | -24.3% | -10.5% |
| 3M | -6.0% | +13.4% | -19.4% | -8.7% |
| 6M | -20.1% | +9.0% | -29.1% | -21.9% |
| YTD | +20.2% | +33.8% | -13.5% | +9.1% |
| 1Y | +29.9% | +61.2% | -31.2% | +5.9% |
| All | +29.9% | +63.3% | -33.3% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling