+136.1%
MCHP vs FIX
+3,615.9%
-3,479.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.1% |
| 7D | -4.3% | +17.0% | -21.3% | -10.7% |
| 30D | -16.3% | -30.6% | +14.3% | -3.9% |
| 3M | -21.4% | -35.0% | +13.7% | -7.6% |
| 6M | -35.8% | -44.0% | +8.2% | -19.8% |
| YTD | -0.9% | +21.1% | -22.1% | -10.9% |
| 1Y | +14.5% | +16.3% | -1.7% | +4.2% |
| 3Y | -13.7% | +507.4% | -521.1% | -66.2% |
| 5Y | -16.9% | +1,052.1% | -1,069.0% | -76.8% |
| All | +136.1% | +3,615.9% | -3,479.8% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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