+15.3%
MCHP vs FGI
+93.1%
-77.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | +2.8% | +5.2% | -2.4% | +2.7% |
| 30D | -12.8% | +65.2% | -78.0% | -14.2% |
| 3M | -19.2% | +30.2% | -49.4% | -20.2% |
| 6M | +14.5% | +87.8% | -73.3% | +10.5% |
| YTD | +17.1% | +32.5% | -15.3% | +13.9% |
| 1Y | +15.3% | +93.6% | -78.3% | +10.1% |
| All | +15.3% | +93.1% | -77.8% | +10.1% |
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