+3.0%
MCHP vs FTV
-2.3%
+5.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.3% | +3.3% |
| 7D | 0.0% | -4.0% | +4.0% | +4.0% |
| 30D | -6.0% | -11.0% | +5.0% | +4.9% |
| 3M | -19.7% | -8.4% | -11.3% | -13.6% |
| 6M | +14.0% | -2.6% | +16.6% | +14.8% |
| YTD | +18.4% | -0.6% | +19.0% | +14.1% |
| 1Y | +17.1% | +11.0% | +6.2% | -0.1% |
| 3Y | +0.7% | -6.3% | +7.1% | +2.9% |
| All | +3.0% | -2.3% | +5.3% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling