+4,648.0%
MCHP vs FDS
+10,448.9%
-5,800.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -4.3% | -2.6% | -1.7% | -3.1% |
| 30D | -16.3% | +14.1% | -30.3% | -20.9% |
| 3M | -21.4% | +19.8% | -41.2% | -28.0% |
| 6M | -35.8% | +55.0% | -90.7% | -49.2% |
| YTD | -0.9% | +15.9% | -16.8% | -13.4% |
| 1Y | +14.5% | +24.2% | -9.7% | -3.3% |
| 3Y | -13.7% | -24.0% | +10.4% | -10.4% |
| 5Y | -16.9% | -23.3% | +6.4% | -14.3% |
| 10Y | +137.5% | +128.0% | +9.4% | +56.1% |
| All | +4,648.0% | +10,448.9% | -5,800.9% | +632.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling