+29.9%
MCHP vs FGI
+38.7%
-8.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | -3.3% |
| 7D | -5.4% | +3.3% | -8.7% | -5.4% |
| 30D | -7.5% | -2.0% | -5.5% | -7.5% |
| 3M | -6.0% | +60.3% | -66.3% | -6.9% |
| 6M | -20.1% | +0.7% | -20.8% | -20.0% |
| YTD | +20.2% | +30.2% | -9.9% | +17.0% |
| 1Y | +29.9% | +44.4% | -14.4% | +27.3% |
| All | +29.9% | +38.7% | -8.8% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling