+1,228.0%
MCHP vs FIS
+238.5%
+989.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -2.6% |
| 7D | +5.7% | +2.8% | +2.9% | +4.0% |
| 30D | -13.4% | -16.7% | +3.3% | -8.2% |
| 3M | -20.1% | -32.3% | +12.2% | -7.1% |
| 6M | -35.5% | -29.1% | -6.5% | -28.3% |
| YTD | -1.6% | -54.1% | +52.6% | +33.6% |
| 1Y | +15.5% | -53.7% | +69.2% | +56.0% |
| 3Y | -13.2% | -38.8% | +25.7% | +0.1% |
| 5Y | -17.5% | -71.1% | +53.6% | +31.2% |
| 10Y | +136.0% | -53.1% | +189.0% | +200.5% |
| All | +1,228.0% | +238.5% | +989.5% | +527.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling