+192.2%
MCHP vs FICO
+607.5%
-415.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.8% | -15.4% | +18.2% | +9.0% |
| 30D | -12.8% | -10.4% | -2.5% | -10.2% |
| 3M | -19.2% | -22.7% | +3.5% | -14.2% |
| 6M | +14.5% | -36.8% | +51.3% | +30.0% |
| YTD | +17.1% | -44.8% | +61.9% | +40.7% |
| 1Y | +15.3% | -39.3% | +54.6% | +28.5% |
| 3Y | +0.5% | +3.7% | -3.3% | -23.2% |
| 5Y | +6.1% | +101.7% | -95.6% | -47.9% |
| 10Y | +192.2% | +602.8% | -410.5% | -31.1% |
| All | +192.2% | +607.5% | -415.3% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling