+133.4%
MCHP vs FICO
+535.6%
-402.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.3% |
| 7D | -22.6% | +0.9% | -23.4% | -22.8% |
| 30D | -20.1% | +9.4% | -29.6% | -23.8% |
| 3M | -25.4% | -30.4% | +5.0% | -18.6% |
| 6M | -38.4% | -35.1% | -3.3% | -33.5% |
| YTD | -3.7% | -56.8% | +53.1% | +22.2% |
| 1Y | +11.7% | -58.4% | +70.1% | +44.1% |
| 3Y | -16.1% | -26.7% | +10.6% | -27.9% |
| 5Y | -16.9% | +88.0% | -104.9% | -61.4% |
| 10Y | +133.4% | +545.7% | -412.3% | -45.7% |
| All | +133.4% | +535.6% | -402.1% | -45.7% |
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