+17.1%
MCHP vs FIS
-41.2%
+58.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +3.5% |
| 7D | 0.0% | -9.0% | +9.0% | -1.6% |
| 30D | -6.0% | -9.0% | +3.0% | -7.5% |
| 3M | -19.7% | -0.5% | -19.1% | -20.2% |
| 6M | +14.0% | -23.1% | +37.1% | +14.2% |
| YTD | +18.4% | -41.5% | +59.9% | +28.5% |
| 1Y | +17.1% | -42.2% | +59.3% | +28.5% |
| All | +17.1% | -41.2% | +58.3% | +28.5% |
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