+131.0%
MCHP vs FN
+837.6%
-706.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.9% | -6.5% | +0.8% |
| 7D | -19.2% | +16.3% | -35.5% | -24.6% |
| 30D | -18.6% | -24.7% | +6.2% | -10.7% |
| 3M | -26.9% | -34.9% | +8.0% | -16.7% |
| 6M | -37.2% | -41.1% | +3.9% | -26.8% |
| YTD | -1.8% | -19.6% | +17.8% | -3.9% |
| 1Y | +12.1% | -18.5% | +30.7% | +7.9% |
| 3Y | -10.0% | +119.1% | -129.1% | -49.8% |
| 5Y | -17.3% | +206.9% | -224.2% | -62.9% |
| 10Y | +131.0% | +826.4% | -695.4% | -35.1% |
| All | +131.0% | +837.6% | -706.6% | -35.1% |
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