+29.9%
MCHP vs FICO
-57.1%
+87.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -3.5% |
| 7D | -5.4% | +0.4% | -5.8% | -5.4% |
| 30D | -7.5% | +1.7% | -9.2% | -7.4% |
| 3M | -6.0% | -33.0% | +27.0% | -8.0% |
| 6M | -20.1% | -33.9% | +13.8% | -23.5% |
| YTD | +20.2% | -58.5% | +78.8% | +13.9% |
| 1Y | +29.9% | -56.4% | +86.3% | +26.3% |
| All | +29.9% | -57.1% | +87.1% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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