+257.8%
MCHP vs FTV
+89.3%
+168.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | +2.8% | -0.4% | +3.1% | +3.1% |
| 30D | -12.8% | -8.3% | -4.5% | -6.3% |
| 3M | -19.2% | -7.4% | -11.8% | -14.5% |
| 6M | +14.5% | -1.2% | +15.8% | +14.3% |
| YTD | +17.1% | +2.7% | +14.4% | +11.1% |
| 1Y | +15.3% | +18.4% | -3.1% | -3.9% |
| 3Y | +0.5% | -2.0% | +2.5% | +0.7% |
| 5Y | +6.1% | +3.4% | +2.7% | +1.9% |
| 10Y | +192.2% | +78.5% | +113.7% | +104.4% |
| All | +257.8% | +89.3% | +168.5% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FTV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling