+8.1%
MCHP vs FGI
+42.6%
-34.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.8% | -9.2% | -10.0% |
| 7D | -24.6% | -7.0% | -17.6% | -24.5% |
| 30D | -25.2% | -4.2% | -21.0% | -25.2% |
| 3M | -21.1% | +55.6% | -76.7% | -21.8% |
| 6M | -42.7% | -3.2% | -39.5% | -42.6% |
| YTD | -6.9% | +29.1% | -36.0% | -9.5% |
| All | +8.1% | +42.6% | -34.6% | +5.7% |
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