+426.8%
MCHP vs FIVE
+862.5%
-435.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.4% |
| 7D | -17.5% | -0.5% | -17.0% | -17.2% |
| 30D | -15.8% | +17.4% | -33.2% | -20.3% |
| 3M | -22.9% | +7.0% | -29.9% | -25.0% |
| 6M | -36.6% | +20.5% | -57.0% | -41.2% |
| YTD | -0.8% | +33.1% | -34.0% | -12.0% |
| 1Y | +16.5% | +67.1% | -50.5% | -4.4% |
| 3Y | -13.6% | +41.9% | -55.5% | -31.1% |
| 5Y | -17.0% | +21.1% | -38.1% | -32.5% |
| 10Y | +137.7% | +518.8% | -381.1% | +31.2% |
| All | +426.8% | +862.5% | -435.7% | +169.5% |
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