+528.9%
MCHP vs FIVE
+868.1%
-339.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | -0.3% |
| 7D | +1.7% | +4.3% | -2.6% | +0.2% |
| 30D | -4.1% | +12.5% | -16.6% | -8.0% |
| 3M | -22.5% | +31.2% | -53.8% | -29.6% |
| 6M | +7.3% | +14.4% | -7.1% | +0.8% |
| YTD | +18.4% | +33.9% | -15.5% | +5.1% |
| 1Y | +18.1% | +65.1% | -46.9% | -2.6% |
| 3Y | -2.8% | +49.0% | -51.8% | -23.7% |
| 5Y | +5.5% | +30.3% | -24.8% | -16.0% |
| 10Y | +185.8% | +481.1% | -295.3% | +59.0% |
| All | +528.9% | +868.1% | -339.2% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling