+131.0%
MCHP vs FAST
+606.6%
-475.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +3.4% |
| 7D | -19.2% | +3.8% | -23.0% | -21.2% |
| 30D | -18.6% | +8.1% | -26.7% | -22.9% |
| 3M | -26.9% | +5.8% | -32.7% | -29.9% |
| 6M | -37.2% | +24.9% | -62.1% | -46.3% |
| YTD | -1.8% | +38.9% | -40.8% | -22.7% |
| 1Y | +12.1% | +36.5% | -24.3% | -10.5% |
| 3Y | -10.0% | +98.1% | -108.1% | -46.2% |
| 5Y | -17.3% | +109.3% | -126.6% | -52.7% |
| 10Y | +131.0% | +547.9% | -416.9% | -20.6% |
| All | +131.0% | +606.6% | -475.6% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling