+1,588.6%
MCHP vs FLR
+587.1%
+1,001.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.4% |
| 7D | +0.3% | -3.1% | +3.5% | +1.3% |
| 30D | -9.8% | +4.9% | -14.7% | -11.1% |
| 3M | -19.7% | +10.8% | -30.5% | -21.9% |
| 6M | +13.6% | +19.7% | -6.1% | +7.4% |
| YTD | +16.5% | +38.4% | -21.8% | +5.4% |
| 1Y | +15.7% | +34.7% | -19.0% | +5.1% |
| 3Y | 0.0% | +56.7% | -56.7% | -16.0% |
| 5Y | +4.4% | +241.6% | -237.2% | -31.7% |
| 10Y | +201.4% | +20.2% | +181.2% | +115.7% |
| All | +1,588.6% | +587.1% | +1,001.5% | +346.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling