-1.1%
MCHP vs FRSH
-72.6%
+71.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -2.1% | -11.2% | +9.1% | +0.7% |
| 30D | -11.1% | -0.8% | -10.3% | -11.3% |
| 3M | -18.1% | +26.4% | -44.5% | -24.0% |
| 6M | +10.8% | +48.4% | -37.6% | -3.1% |
| YTD | +14.2% | -3.1% | +17.3% | +11.5% |
| 1Y | +13.5% | -8.7% | +22.2% | +12.6% |
| 3Y | -2.0% | -45.8% | +43.8% | +8.9% |
| All | -1.1% | -72.6% | +71.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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