+6.0%
MCHP vs FIX
+2,061.9%
-2,055.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.7% |
| 7D | +1.7% | +6.0% | -4.3% | -0.6% |
| 30D | -4.1% | -7.2% | +3.2% | -1.5% |
| 3M | -22.5% | -15.9% | -6.7% | -17.2% |
| 6M | +7.3% | +12.7% | -5.5% | +2.5% |
| YTD | +18.4% | +72.8% | -54.4% | -4.3% |
| 1Y | +18.1% | +122.9% | -104.8% | -15.1% |
| 3Y | -2.8% | +774.3% | -777.1% | -66.4% |
| All | +6.0% | +2,061.9% | -2,055.9% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling