+4,617.5%
MCHP vs FDS
+10,480.1%
-5,862.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +5.7% | +1.5% | +4.2% | +5.1% |
| 30D | -13.4% | +14.8% | -28.3% | -18.4% |
| 3M | -20.1% | +16.3% | -36.4% | -25.9% |
| 6M | -35.5% | +66.2% | -101.7% | -50.4% |
| YTD | -1.6% | +16.2% | -17.8% | -14.1% |
| 1Y | +15.5% | +21.8% | -6.4% | -1.6% |
| 3Y | -13.2% | -23.9% | +10.7% | -10.0% |
| 5Y | -17.5% | -23.1% | +5.6% | -14.9% |
| 10Y | +136.0% | +128.7% | +7.2% | +54.9% |
| All | +4,617.5% | +10,480.1% | -5,862.6% | +627.2% |
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 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