+131.0%
MCHP vs FICO
+544.0%
-412.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +4.4% |
| 7D | -19.2% | -0.1% | -19.1% | -19.2% |
| 30D | -18.6% | +8.4% | -27.0% | -22.1% |
| 3M | -27.0% | -30.5% | +3.5% | -20.2% |
| 6M | -37.3% | -35.7% | -1.5% | -32.0% |
| YTD | -1.8% | -57.2% | +55.3% | +25.0% |
| 1Y | +12.1% | -58.4% | +70.5% | +44.5% |
| 3Y | -10.0% | -24.8% | +14.8% | -23.9% |
| 5Y | -17.3% | +79.3% | -96.6% | -60.5% |
| 10Y | +131.0% | +531.6% | -400.6% | -46.8% |
| All | +131.0% | +544.0% | -412.9% | -46.8% |
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