+201.4%
MCHP vs FIX
+5,928.8%
-5,727.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | +0.3% | +3.5% | -3.2% | -1.1% |
| 30D | -9.8% | -3.5% | -6.2% | -8.7% |
| 3M | -19.7% | -11.8% | -7.9% | -15.7% |
| 6M | +13.6% | +17.8% | -4.2% | +6.0% |
| YTD | +16.5% | +73.3% | -56.8% | -7.8% |
| 1Y | +15.7% | +128.1% | -112.4% | -19.9% |
| 3Y | 0.0% | +772.7% | -772.7% | -65.1% |
| 5Y | +4.4% | +2,166.4% | -2,162.0% | -76.9% |
| 10Y | +201.4% | +6,034.5% | -5,833.1% | -51.2% |
| All | +201.4% | +5,928.8% | -5,727.4% | -51.2% |
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