-22.7%
MCHP vs FN
+170.4%
-193.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +11.7% | -21.7% | -14.0% |
| 7D | -24.6% | 0.0% | -24.5% | -25.1% |
| 30D | -25.2% | -34.3% | +9.1% | -14.6% |
| 3M | -21.1% | -39.9% | +18.8% | -8.5% |
| 6M | -42.7% | -51.8% | +9.2% | -29.4% |
| YTD | -6.9% | -28.1% | +21.3% | -4.5% |
| 1Y | +0.9% | -29.1% | +30.0% | +3.0% |
| 3Y | -16.2% | +102.4% | -118.7% | -50.0% |
| All | -22.7% | +170.4% | -193.0% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling