-17.3%
MCHP vs FDX
+74.7%
-92.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.5% |
| 7D | +5.7% | +5.2% | +0.5% | +2.7% |
| 30D | -13.4% | +11.3% | -24.7% | -18.3% |
| 3M | -20.1% | -4.1% | -16.0% | -18.2% |
| 6M | -35.5% | +9.6% | -45.2% | -39.1% |
| YTD | -1.6% | +40.9% | -42.5% | -20.1% |
| 1Y | +15.5% | +53.0% | -37.5% | -10.7% |
| 3Y | -13.2% | +74.1% | -87.3% | -39.4% |
| All | -17.3% | +74.7% | -92.0% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling