+1.4%
MCHP vs FTI
+1,109.5%
-1,108.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.0% |
| 7D | -2.1% | -5.6% | +3.5% | -0.2% |
| 30D | -11.1% | +0.4% | -11.5% | -11.2% |
| 3M | -18.1% | +8.1% | -26.2% | -20.5% |
| 6M | +10.8% | +16.7% | -5.9% | +4.5% |
| YTD | +14.2% | +70.0% | -55.7% | -4.8% |
| 1Y | +13.5% | +85.4% | -72.0% | -8.4% |
| 3Y | -2.0% | +265.9% | -267.9% | -36.2% |
| 5Y | +1.4% | +1,072.7% | -1,071.4% | -53.6% |
| All | +1.4% | +1,109.5% | -1,108.1% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling