+98.6%
MCHP vs FOXA
+92.4%
+6.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.1% |
| 7D | 0.0% | +0.8% | -0.8% | -0.3% |
| 30D | -6.0% | +5.0% | -11.1% | -8.4% |
| 3M | -19.7% | -3.0% | -16.7% | -20.4% |
| 6M | +14.0% | +14.8% | -0.7% | +2.8% |
| YTD | +18.4% | -8.9% | +27.3% | +19.6% |
| 1Y | +17.1% | +13.3% | +3.8% | +4.6% |
| 3Y | +0.7% | +115.4% | -114.7% | -35.4% |
| 5Y | +5.1% | +95.3% | -90.2% | -30.2% |
| All | +98.6% | +92.4% | +6.2% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling