+199.5%
MCHP vs FTI
+305.3%
-105.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | 0.0% | -4.4% | +4.4% | +1.5% |
| 30D | -6.0% | +1.5% | -7.5% | -6.5% |
| 3M | -19.7% | +8.2% | -27.9% | -22.0% |
| 6M | +14.0% | +18.8% | -4.8% | +7.1% |
| YTD | +18.4% | +71.7% | -53.2% | -1.3% |
| 1Y | +17.1% | +90.0% | -72.9% | -5.8% |
| 3Y | +0.7% | +270.5% | -269.8% | -35.3% |
| 5Y | +5.1% | +1,084.5% | -1,079.4% | -55.5% |
| All | +199.5% | +305.3% | -105.8% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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