-36.6%
MCHP vs FIVE
+12.4%
-49.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.3% |
| 7D | -17.5% | -0.5% | -17.0% | -17.4% |
| 30D | -15.8% | +17.4% | -33.2% | -18.0% |
| 3M | -22.9% | +7.0% | -29.9% | -24.2% |
| 6M | -36.6% | +20.5% | -57.0% | -38.4% |
| All | -36.6% | +12.4% | -49.0% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling