-16.2%
MCHP vs FAST
+91.8%
-108.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.2% | -10.2% | -10.1% |
| 7D | -24.6% | +2.1% | -26.6% | -25.4% |
| 30D | -25.2% | +6.9% | -32.1% | -28.0% |
| 3M | -21.1% | +4.8% | -25.9% | -23.1% |
| 6M | -42.7% | +19.8% | -62.5% | -48.3% |
| YTD | -6.9% | +34.9% | -41.8% | -22.7% |
| 1Y | +0.9% | +32.8% | -31.9% | -15.4% |
| 3Y | -16.2% | +93.7% | -110.0% | -50.2% |
| All | -16.2% | +91.8% | -108.0% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling