+3.0%
MCHP vs FLR
+238.1%
-235.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +3.2% |
| 7D | 0.0% | -3.5% | +3.5% | +1.5% |
| 30D | -6.0% | +4.2% | -10.2% | -7.7% |
| 3M | -19.7% | +8.1% | -27.8% | -22.0% |
| 6M | +14.0% | +21.5% | -7.5% | +5.2% |
| YTD | +18.4% | +36.8% | -18.3% | +4.1% |
| 1Y | +17.1% | +31.2% | -14.1% | +4.0% |
| 3Y | +0.7% | +53.9% | -53.2% | -21.7% |
| All | +3.0% | +238.1% | -235.1% | -39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling