+199.5%
MCHP vs FISV
+3.1%
+196.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.4% | -1.8% | +1.2% |
| 7D | 0.0% | -2.7% | +2.7% | +1.2% |
| 30D | -6.0% | 0.0% | -6.1% | -6.5% |
| 3M | -19.7% | -2.8% | -16.9% | -20.8% |
| 6M | +14.0% | -11.8% | +25.9% | +16.3% |
| YTD | +18.4% | -23.2% | +41.6% | +28.7% |
| 1Y | +17.1% | -62.0% | +79.1% | +68.8% |
| 3Y | +0.7% | -57.6% | +58.3% | +22.4% |
| 5Y | +5.1% | -53.4% | +58.5% | +16.2% |
| All | +199.5% | +3.1% | +196.3% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling