+42,373.9%
MCHP vs FAST
+21,784.4%
+20,589.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.1% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | -4.1% | -0.8% | -3.3% | -3.7% |
| 3M | -22.5% | +5.8% | -28.3% | -24.7% |
| 6M | +7.3% | +8.0% | -0.7% | +2.9% |
| YTD | +18.4% | +25.6% | -7.2% | +5.6% |
| 1Y | +18.1% | +0.8% | +17.3% | +16.2% |
| 3Y | -2.8% | +86.1% | -88.9% | -28.6% |
| 5Y | +5.5% | +100.2% | -94.7% | -24.5% |
| 10Y | +185.8% | +494.2% | -308.4% | +26.4% |
| All | +42,373.9% | +21,784.4% | +20,589.4% | +3,558.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling