+29.9%
MCHP vs FND
-10.3%
+40.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +10.9% | -14.2% | -6.1% |
| 7D | -5.4% | +12.3% | -17.7% | -8.5% |
| 30D | -7.5% | +14.7% | -22.3% | -11.2% |
| 3M | -6.0% | -12.0% | +6.0% | -2.7% |
| 6M | -20.1% | +10.8% | -30.8% | -23.0% |
| YTD | +20.2% | -12.3% | +32.5% | +19.7% |
| 1Y | +29.9% | -13.4% | +43.3% | +29.1% |
| All | +29.9% | -10.3% | +40.2% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling