+2,439.4%
MCHP vs FIX
+8,590.7%
-6,151.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +9.4% | -4.0% | +2.9% |
| 7D | -19.2% | -7.2% | -12.0% | -17.8% |
| 30D | -18.6% | -35.1% | +16.5% | -9.3% |
| 3M | -26.9% | -34.3% | +7.3% | -19.1% |
| 6M | -37.2% | -42.9% | +5.7% | -27.7% |
| YTD | -1.8% | +19.5% | -21.3% | -7.3% |
| 1Y | +12.1% | +16.8% | -4.6% | +6.2% |
| 3Y | -10.0% | +506.7% | -516.7% | -46.8% |
| 5Y | -17.3% | +1,046.7% | -1,064.0% | -58.6% |
| 10Y | +131.0% | +3,800.0% | -3,668.9% | -15.2% |
| All | +2,439.4% | +8,590.7% | -6,151.3% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling