+188.9%
MCHP vs FDX
+182.3%
+6.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.5% |
| 7D | -2.1% | -3.9% | +1.8% | +0.2% |
| 30D | -11.1% | -3.3% | -7.8% | -9.6% |
| 3M | -18.1% | -2.0% | -16.1% | -17.3% |
| 6M | +10.8% | +8.0% | +2.7% | +4.4% |
| YTD | +14.2% | +35.0% | -20.8% | -6.3% |
| 1Y | +13.5% | +73.7% | -60.2% | -20.6% |
| 3Y | -2.0% | +61.6% | -63.6% | -30.2% |
| 5Y | +1.4% | +65.4% | -64.0% | -31.9% |
| All | +188.9% | +182.3% | +6.6% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling