+29.9%
MCHP vs FOXA
+11.1%
+18.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -2.8% |
| 7D | -5.4% | +9.9% | -15.3% | -4.4% |
| 30D | -7.5% | +10.0% | -17.5% | -6.5% |
| 3M | -6.0% | +18.4% | -24.5% | -3.7% |
| 6M | -20.1% | +12.2% | -32.3% | -18.7% |
| YTD | +20.2% | -3.8% | +24.0% | +27.1% |
| 1Y | +29.9% | +8.9% | +21.0% | +33.6% |
| All | +29.9% | +11.1% | +18.9% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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