+262.9%
MCHP vs FTAI
+2,361.6%
-2,098.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.2% |
| 7D | -2.1% | -9.7% | +7.6% | +0.6% |
| 30D | -11.1% | -20.0% | +8.9% | -5.8% |
| 3M | -18.1% | -20.1% | +2.0% | -13.5% |
| 6M | +10.8% | -33.3% | +44.1% | +21.4% |
| YTD | +14.2% | -8.0% | +22.2% | +13.9% |
| 1Y | +13.5% | +8.0% | +5.5% | +7.4% |
| 3Y | -2.0% | +413.4% | -415.4% | -45.5% |
| 5Y | +1.4% | +858.6% | -857.2% | -53.9% |
| 10Y | +195.5% | +3,003.7% | -2,808.2% | +4.8% |
| All | +262.9% | +2,361.6% | -2,098.7% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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