+6.0%
MCHP vs FAST
+100.5%
-94.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +0.9% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | -4.1% | -0.8% | -3.3% | -3.5% |
| 3M | -22.5% | +5.8% | -28.3% | -25.7% |
| 6M | +7.3% | +8.0% | -0.7% | +0.6% |
| YTD | +18.4% | +25.6% | -7.2% | -1.0% |
| 1Y | +18.1% | +0.8% | +17.3% | +15.2% |
| 3Y | -2.8% | +86.1% | -88.9% | -43.4% |
| All | +6.0% | +100.5% | -94.5% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling