+510.4%
MCHP vs FN
+2,887.5%
-2,377.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +11.7% | -21.7% | -13.5% |
| 7D | -24.6% | 0.0% | -24.5% | -25.1% |
| 30D | -25.2% | -34.3% | +9.1% | -16.3% |
| 3M | -21.1% | -39.9% | +18.8% | -10.4% |
| 6M | -42.7% | -51.8% | +9.2% | -31.4% |
| YTD | -6.9% | -28.1% | +21.3% | -3.9% |
| 1Y | +0.9% | -29.1% | +30.0% | +3.8% |
| 3Y | -16.2% | +102.4% | -118.7% | -40.5% |
| 5Y | -24.1% | +171.7% | -195.8% | -51.7% |
| 10Y | +134.1% | +773.5% | -639.4% | +12.7% |
| All | +510.4% | +2,887.5% | -2,377.1% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling