+126.5%
MCHP vs FICO
+512.2%
-385.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.4% | -9.6% | -9.9% |
| 7D | -24.6% | -0.9% | -23.6% | -24.3% |
| 30D | -25.2% | +3.3% | -28.6% | -27.2% |
| 3M | -21.1% | -31.7% | +10.7% | -13.2% |
| 6M | -42.7% | -34.0% | -8.7% | -38.9% |
| YTD | -6.9% | -58.3% | +51.5% | +19.7% |
| 1Y | +0.9% | -57.9% | +58.8% | +28.5% |
| 3Y | -16.2% | -24.1% | +7.8% | -29.9% |
| 5Y | -24.1% | +85.3% | -109.4% | -64.8% |
| All | +126.5% | +512.2% | -385.7% | -44.9% |
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