+1.4%
MCHP vs FND
-62.8%
+64.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.3% |
| 7D | -2.1% | -5.1% | +3.0% | +0.2% |
| 30D | -11.1% | -22.5% | +11.4% | -0.4% |
| 3M | -18.1% | -5.0% | -13.1% | -17.4% |
| 6M | +10.8% | -21.5% | +32.3% | +20.5% |
| YTD | +14.2% | -23.0% | +37.3% | +24.0% |
| 1Y | +13.5% | -44.9% | +58.4% | +44.0% |
| 3Y | -2.0% | -50.0% | +48.0% | +23.1% |
| 5Y | +1.4% | -63.3% | +64.7% | +36.2% |
| All | +1.4% | -62.8% | +64.2% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling