+201.4%
MCHP vs FIVE
+486.0%
-284.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.6% |
| 7D | +0.3% | +1.7% | -1.3% | -0.4% |
| 30D | -9.8% | +5.0% | -14.8% | -11.9% |
| 3M | -19.7% | +29.5% | -49.2% | -28.0% |
| 6M | +13.6% | +12.4% | +1.1% | +6.1% |
| YTD | +16.5% | +31.2% | -14.7% | +1.8% |
| 1Y | +15.7% | +72.9% | -57.2% | -9.9% |
| 3Y | 0.0% | +53.0% | -53.1% | -26.2% |
| 5Y | +4.4% | +34.2% | -29.7% | -21.8% |
| 10Y | +201.4% | +497.6% | -296.2% | +53.3% |
| All | +201.4% | +486.0% | -284.6% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling