+136.1%
MCHP vs FIVE
+505.3%
-369.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | -4.3% | +2.4% | -6.7% | -5.2% |
| 30D | -16.3% | +15.8% | -32.1% | -21.1% |
| 3M | -21.4% | +3.8% | -25.2% | -23.1% |
| 6M | -35.8% | +18.5% | -54.3% | -41.0% |
| YTD | -0.9% | +31.2% | -32.1% | -13.7% |
| 1Y | +14.5% | +61.8% | -47.3% | -8.6% |
| 3Y | -13.7% | +39.9% | -53.5% | -33.8% |
| 5Y | -16.9% | +18.3% | -35.2% | -34.6% |
| All | +136.1% | +505.3% | -369.3% | +23.3% |
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