-12.5%
MCHP vs FICO
-27.0%
+14.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | -17.5% | +4.0% | -21.5% | -17.9% |
| 30D | -15.8% | -1.5% | -14.3% | -15.9% |
| 3M | -22.9% | -29.8% | +6.9% | -20.5% |
| 6M | -36.6% | -33.3% | -3.3% | -35.8% |
| YTD | -0.8% | -56.9% | +56.1% | +11.1% |
| 1Y | +16.5% | -59.5% | +76.0% | +32.9% |
| All | -12.5% | -27.0% | +14.4% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling