-16.2%
MCHP vs FIX
+448.6%
-464.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +5.4% | -15.5% | -12.0% |
| 7D | -24.6% | -17.5% | -7.1% | -19.5% |
| 30D | -25.2% | -41.6% | +16.4% | -10.2% |
| 3M | -21.1% | -40.6% | +19.5% | -6.1% |
| 6M | -42.7% | -49.4% | +6.7% | -28.0% |
| YTD | -6.9% | +9.2% | -16.0% | -8.6% |
| 1Y | +0.9% | +6.5% | -5.6% | -0.6% |
| 3Y | -16.2% | +448.7% | -464.9% | -58.0% |
| All | -16.2% | +448.6% | -464.8% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling