+131.1%
MCHP vs FND
+56.5%
+74.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.2% |
| 7D | 0.0% | -5.8% | +5.8% | +2.5% |
| 30D | -6.0% | -20.2% | +14.2% | +3.0% |
| 3M | -19.7% | -12.0% | -7.7% | -16.3% |
| 6M | +14.0% | -18.5% | +32.5% | +21.2% |
| YTD | +18.4% | -22.3% | +40.7% | +27.3% |
| 1Y | +17.1% | -47.6% | +64.8% | +48.5% |
| 3Y | +0.7% | -49.8% | +50.5% | +24.9% |
| 5Y | +5.1% | -63.0% | +68.1% | +40.3% |
| All | +131.1% | +56.5% | +74.6% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling