-13.2%
MCHP vs FGI
-16.0%
+2.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -25.2% | +24.5% | -0.2% |
| 7D | +5.7% | -14.4% | +20.1% | +5.9% |
| 30D | -13.4% | -11.8% | -1.7% | -13.3% |
| 3M | -20.1% | -46.2% | +26.1% | -19.5% |
| 6M | -35.5% | +5.2% | -40.7% | -36.5% |
| YTD | -1.6% | +10.5% | -12.1% | -4.8% |
| 1Y | +15.5% | +25.5% | -10.0% | +10.7% |
| 3Y | -13.2% | -16.0% | +2.8% | -17.9% |
| All | -13.2% | -16.0% | +2.8% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling