+199.5%
MCHP vs FTV
+80.7%
+118.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.4% |
| 7D | 0.0% | -4.0% | +4.0% | +3.6% |
| 30D | -6.0% | -11.0% | +5.0% | +3.8% |
| 3M | -19.7% | -8.4% | -11.3% | -14.1% |
| 6M | +14.0% | -2.6% | +16.6% | +15.2% |
| YTD | +18.4% | -0.6% | +19.0% | +15.5% |
| 1Y | +17.1% | +11.0% | +6.2% | +3.3% |
| 3Y | +0.7% | -6.3% | +7.1% | +4.9% |
| 5Y | +5.1% | -1.5% | +6.6% | +5.0% |
| All | +199.5% | +80.7% | +118.7% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling