+17.1%
MCHP vs USFR
+4.1%
+13.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +6.2% |
| 7D | 0.0% | +0.1% | -0.1% | +4.9% |
| 30D | -6.0% | +0.4% | -6.4% | +7.1% |
| 3M | -19.7% | +1.0% | -20.7% | +18.0% |
| 6M | +14.0% | +2.0% | +12.0% | +103.0% |
| YTD | +18.4% | +2.8% | +15.7% | +143.3% |
| 1Y | +17.1% | +4.1% | +13.0% | +247.0% |
| All | +17.1% | +4.1% | +13.0% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling