+95.4%
MCHP vs FOXA
+86.3%
+9.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.4% |
| 7D | +0.3% | -5.4% | +5.8% | +2.8% |
| 30D | -9.8% | +1.1% | -10.9% | -10.6% |
| 3M | -19.7% | -6.1% | -13.6% | -19.2% |
| 6M | +13.6% | +8.2% | +5.3% | +5.3% |
| YTD | +16.5% | -11.8% | +28.3% | +19.4% |
| 1Y | +15.7% | +9.9% | +5.8% | +4.7% |
| 3Y | 0.0% | +110.7% | -110.8% | -35.3% |
| 5Y | +4.4% | +86.9% | -82.5% | -29.2% |
| All | +95.4% | +86.3% | +9.1% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling