+188.9%
MCHP vs FLEX
+1,045.7%
-856.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | +0.2% |
| 7D | -2.1% | +0.1% | -2.2% | -2.3% |
| 30D | -11.1% | -11.8% | +0.6% | -5.6% |
| 3M | -18.1% | -22.6% | +4.5% | -7.7% |
| 6M | +10.8% | +77.3% | -66.5% | -24.8% |
| YTD | +14.2% | +78.8% | -64.5% | -24.1% |
| 1Y | +13.5% | +86.1% | -72.6% | -27.0% |
| 3Y | -2.0% | +446.2% | -448.2% | -66.6% |
| 5Y | +1.4% | +689.7% | -688.3% | -72.1% |
| All | +188.9% | +1,045.7% | -856.8% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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