-35.5%
MCHP vs FDS
+57.3%
-92.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.5% |
| 7D | +5.7% | +1.5% | +4.2% | +6.2% |
| 30D | -13.4% | +14.8% | -28.3% | -8.9% |
| 3M | -20.1% | +16.3% | -36.4% | -14.8% |
| 6M | -35.5% | +66.2% | -101.7% | -13.7% |
| All | -35.5% | +57.3% | -92.8% | -13.7% |
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