+12.5%
MCHP vs FGI
-69.8%
+82.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | +2.8% | +5.2% | -2.4% | +2.6% |
| 30D | -12.8% | +65.2% | -78.0% | -15.5% |
| 3M | -19.2% | +30.2% | -49.4% | -21.2% |
| 6M | +14.5% | +87.8% | -73.3% | +7.8% |
| YTD | +17.1% | +32.5% | -15.3% | +11.6% |
| 1Y | +15.3% | +93.6% | -78.3% | +4.7% |
| 3Y | +0.5% | -2.6% | +3.0% | -8.6% |
| All | +12.5% | -69.8% | +82.3% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling