+14.5%
MCHP vs FIX
+17.6%
-3.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +1.2% |
| 7D | -4.3% | +17.0% | -21.3% | -11.0% |
| 30D | -16.3% | -30.6% | +14.3% | -2.8% |
| 3M | -21.4% | -35.0% | +13.7% | -6.4% |
| 6M | -35.8% | -44.0% | +8.2% | -18.9% |
| YTD | -0.9% | +21.1% | -22.1% | +0.9% |
| 1Y | +14.5% | +16.3% | -1.7% | +18.4% |
| All | +14.5% | +17.6% | -3.1% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling