-13.2%
MCHP vs FLEX
+281.5%
-294.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +1.2% |
| 7D | +5.7% | +7.5% | -1.7% | +2.1% |
| 30D | -13.4% | -25.3% | +11.8% | -2.6% |
| 3M | -20.1% | -39.7% | +19.5% | -1.4% |
| 6M | -35.5% | -47.9% | +12.3% | -15.4% |
| YTD | -1.6% | +24.1% | -25.7% | -23.4% |
| 1Y | +15.5% | +26.0% | -10.5% | -11.5% |
| 3Y | -13.2% | +282.7% | -295.9% | -66.0% |
| All | -13.2% | +281.5% | -294.7% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling