+341.8%
MCHP vs USFR
+27.6%
+314.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.7% |
| 30D | -12.8% | +0.3% | -13.2% | -13.0% |
| 3M | -19.2% | +1.0% | -20.2% | -19.6% |
| 6M | +14.5% | +1.9% | +12.6% | +13.3% |
| YTD | +17.1% | +2.7% | +14.5% | +15.3% |
| 1Y | +15.3% | +4.0% | +11.3% | +12.6% |
| 3Y | +0.5% | +14.0% | -13.6% | -7.4% |
| 5Y | +6.1% | +20.4% | -14.3% | -5.8% |
| 10Y | +192.2% | +28.1% | +164.2% | +151.7% |
| All | +341.8% | +27.6% | +314.2% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling