+201.4%
MCHP vs FAST
+506.2%
-304.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | +0.3% | +1.8% | -1.5% | -0.9% |
| 30D | -9.8% | -6.4% | -3.3% | -5.7% |
| 3M | -19.7% | +5.3% | -25.0% | -22.8% |
| 6M | +13.6% | +5.4% | +8.2% | +8.6% |
| YTD | +16.5% | +23.6% | -7.0% | -0.4% |
| 1Y | +15.7% | +4.1% | +11.6% | +10.4% |
| 3Y | 0.0% | +92.4% | -92.4% | -38.9% |
| 5Y | +4.4% | +106.1% | -101.7% | -39.1% |
| 10Y | +201.4% | +524.1% | -322.7% | +4.6% |
| All | +201.4% | +506.2% | -304.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FAST 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling