+33,314.4%
MCHP vs FICO
+28,771.0%
+4,543.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.4% | -9.6% | -9.9% |
| 7D | -24.6% | -0.9% | -23.6% | -24.4% |
| 30D | -25.2% | +3.3% | -28.6% | -26.7% |
| 3M | -21.1% | -31.7% | +10.7% | -15.0% |
| 6M | -42.7% | -34.0% | -8.7% | -39.3% |
| YTD | -6.9% | -58.3% | +51.5% | +11.8% |
| 1Y | +0.9% | -57.9% | +58.8% | +20.4% |
| 3Y | -16.2% | -24.1% | +7.8% | -20.5% |
| 5Y | -24.1% | +85.3% | -109.4% | -47.0% |
| 10Y | +134.1% | +520.3% | -386.2% | +17.7% |
| All | +33,314.4% | +28,771.0% | +4,543.5% | +8,527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling