+261.6%
MCHP vs FTV
+90.8%
+170.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.3% |
| 7D | +1.7% | -4.5% | +6.2% | +5.7% |
| 30D | -4.1% | -7.1% | +3.0% | +2.1% |
| 3M | -22.5% | -7.2% | -15.4% | -18.2% |
| 6M | +7.3% | -1.5% | +8.8% | +7.4% |
| YTD | +18.4% | +3.5% | +14.9% | +11.6% |
| 1Y | +18.1% | +20.3% | -2.2% | -2.9% |
| 3Y | -2.8% | -3.1% | +0.3% | -1.7% |
| 5Y | +5.5% | +2.3% | +3.1% | +2.0% |
| 10Y | +185.8% | +76.3% | +109.5% | +99.9% |
| All | +261.6% | +90.8% | +170.9% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling