-0.9%
MCHP vs FDX
+59.1%
-60.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.5% |
| 7D | +0.3% | -2.3% | +2.7% | +1.8% |
| 30D | -9.8% | -4.9% | -4.9% | -7.3% |
| 3M | -19.7% | -6.5% | -13.2% | -16.5% |
| 6M | +13.6% | +6.7% | +6.9% | +7.3% |
| YTD | +16.5% | +33.9% | -17.3% | -5.3% |
| 1Y | +15.7% | +72.2% | -56.5% | -20.4% |
| All | -0.9% | +59.1% | -60.0% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling