-13.2%
MCHP vs FAST
+97.8%
-111.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +5.7% | +4.2% | +1.6% | +3.5% |
| 30D | -13.4% | +6.7% | -20.1% | -16.4% |
| 3M | -20.1% | +8.0% | -28.2% | -23.5% |
| 6M | -35.5% | +27.4% | -62.9% | -43.7% |
| YTD | -1.6% | +40.5% | -42.1% | -19.8% |
| 1Y | +15.5% | +38.4% | -22.9% | -5.1% |
| 3Y | -13.2% | +98.7% | -111.9% | -46.3% |
| All | -13.2% | +97.8% | -111.0% | -46.3% |
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