+1.4%
MCHP vs FIS
-65.9%
+67.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.1% | -2.3% |
| 7D | -2.1% | -8.9% | +6.8% | +0.6% |
| 30D | -11.1% | -9.9% | -1.2% | -8.6% |
| 3M | -18.1% | 0.0% | -18.1% | -19.5% |
| 6M | +10.8% | -22.9% | +33.7% | +18.5% |
| YTD | +14.2% | -40.9% | +55.1% | +35.2% |
| 1Y | +13.5% | -40.4% | +53.9% | +33.5% |
| 3Y | -2.0% | -25.4% | +23.4% | +5.3% |
| 5Y | +1.4% | -64.8% | +66.2% | +41.6% |
| All | +1.4% | -65.9% | +67.3% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling