+421.5%
MCHP vs FIVE
+874.1%
-452.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.6% | -0.2% | +3.5% |
| 7D | -19.2% | +6.2% | -25.4% | -20.8% |
| 30D | -18.6% | +18.2% | -36.8% | -23.0% |
| 3M | -26.9% | +3.8% | -30.8% | -28.3% |
| 6M | -37.2% | +13.7% | -51.0% | -40.7% |
| YTD | -1.8% | +34.7% | -36.6% | -13.2% |
| 1Y | +12.1% | +66.6% | -54.5% | -7.9% |
| 3Y | -10.0% | +44.3% | -54.3% | -28.6% |
| 5Y | -17.3% | +18.8% | -36.0% | -32.3% |
| 10Y | +131.0% | +569.2% | -438.2% | +25.9% |
| All | +421.5% | +874.1% | -452.6% | +165.7% |
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