+192.2%
MCHP vs FN
+882.3%
-690.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.9% |
| 7D | +2.8% | +3.5% | -0.8% | +1.3% |
| 30D | -12.8% | -26.0% | +13.1% | -3.3% |
| 3M | -19.2% | -33.3% | +14.0% | -7.3% |
| 6M | +14.5% | -14.9% | +29.5% | +15.6% |
| YTD | +17.1% | -8.6% | +25.7% | +11.6% |
| 1Y | +15.3% | +12.3% | +3.0% | -0.9% |
| 3Y | +0.5% | +174.4% | -173.9% | -47.8% |
| 5Y | +6.1% | +296.4% | -290.3% | -56.2% |
| 10Y | +192.2% | +890.0% | -697.8% | -18.7% |
| All | +192.2% | +882.3% | -690.1% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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