+5,572.7%
MCHP vs FDS
+9,502.8%
-3,930.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +5.0% | +2.9% |
| 7D | +1.7% | -1.9% | +3.6% | +2.4% |
| 30D | -4.1% | +9.0% | -13.1% | -7.6% |
| 3M | -22.5% | +18.9% | -41.4% | -29.9% |
| 6M | +7.3% | +35.1% | -27.8% | -10.3% |
| YTD | +18.4% | +5.5% | +12.9% | +8.7% |
| 1Y | +18.1% | -16.8% | +34.9% | +18.8% |
| 3Y | -2.8% | -28.1% | +25.3% | +4.2% |
| 5Y | +5.5% | -17.4% | +22.9% | +6.2% |
| 10Y | +185.8% | +85.4% | +100.4% | +105.9% |
| All | +5,572.7% | +9,502.8% | -3,930.1% | +819.7% |
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 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