+18.1%
MCHP vs FDS
-17.4%
+35.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +5.0% | +0.8% |
| 7D | +1.7% | -1.9% | +3.6% | +1.4% |
| 30D | -4.1% | +9.0% | -13.1% | -2.6% |
| 3M | -22.5% | +18.9% | -41.4% | -18.5% |
| 6M | +7.3% | +35.1% | -27.8% | +12.7% |
| YTD | +18.4% | +5.5% | +12.9% | +29.9% |
| 1Y | +18.1% | -16.8% | +34.9% | +32.2% |
| All | +18.1% | -17.4% | +35.5% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling