+2,309.3%
MCHP vs FIX
+7,843.3%
-5,534.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +5.4% | -15.5% | -11.5% |
| 7D | -24.6% | -17.5% | -7.1% | -20.8% |
| 30D | -25.2% | -41.6% | +16.4% | -14.3% |
| 3M | -21.1% | -40.6% | +19.5% | -10.2% |
| 6M | -42.7% | -49.4% | +6.7% | -31.9% |
| YTD | -6.9% | +9.2% | -16.0% | -9.9% |
| 1Y | +0.9% | +6.5% | -5.6% | -2.0% |
| 3Y | -16.2% | +448.7% | -464.9% | -49.1% |
| 5Y | -24.1% | +948.7% | -972.8% | -61.1% |
| 10Y | +134.1% | +3,659.7% | -3,525.6% | -13.0% |
| All | +2,309.3% | +7,843.3% | -5,534.0% | +481.4% |
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 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