-16.9%
MCHP vs FICO
+87.6%
-104.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -4.3% | +1.4% | -5.7% | -4.5% |
| 30D | -16.3% | -0.8% | -15.5% | -16.6% |
| 3M | -21.4% | -31.3% | +9.9% | -16.5% |
| 6M | -35.8% | -33.9% | -1.8% | -33.1% |
| YTD | -0.9% | -57.6% | +56.7% | +18.1% |
| 1Y | +14.5% | -59.7% | +74.2% | +39.0% |
| 3Y | -13.7% | -28.0% | +14.4% | -24.7% |
| 5Y | -16.9% | +91.0% | -107.9% | -52.9% |
| All | -16.9% | +87.6% | -104.5% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling