+2,962.6%
MCHP vs FIX
+12,471.5%
-9,508.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.9% |
| 7D | +1.7% | +6.0% | -4.3% | +0.1% |
| 30D | -4.1% | -7.2% | +3.2% | -2.3% |
| 3M | -22.5% | -15.9% | -6.7% | -18.9% |
| 6M | +7.3% | +12.7% | -5.5% | +3.9% |
| YTD | +18.4% | +72.8% | -54.4% | +2.1% |
| 1Y | +18.1% | +122.9% | -104.8% | -5.7% |
| 3Y | -2.8% | +774.3% | -777.1% | -47.6% |
| 5Y | +5.5% | +2,049.5% | -2,044.0% | -54.7% |
| 10Y | +185.8% | +5,821.5% | -5,635.6% | -5.4% |
| All | +2,962.6% | +12,471.5% | -9,508.9% | +558.9% |
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