-35.8%
MCHP vs FDS
+52.2%
-88.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | -0.4% |
| 7D | -4.3% | -2.6% | -1.7% | -5.2% |
| 30D | -16.3% | +14.1% | -30.3% | -12.3% |
| 3M | -21.4% | +19.8% | -41.2% | -15.3% |
| 6M | -35.8% | +55.0% | -90.7% | -20.0% |
| All | -35.8% | +52.2% | -88.0% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling