+29.9%
MCHP vs FIS
-50.5%
+80.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.7% | +20.4% | -6.2% |
| 7D | -5.4% | -18.4% | +13.0% | -6.7% |
| 30D | -7.5% | -11.4% | +3.8% | -7.0% |
| 3M | -6.0% | -32.0% | +25.9% | -10.7% |
| 6M | -20.1% | -35.6% | +15.5% | -22.0% |
| YTD | +20.2% | -53.8% | +74.0% | +29.8% |
| 1Y | +29.9% | -51.1% | +81.0% | +37.9% |
| All | +29.9% | -50.5% | +80.5% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling