+13.4%
MCHP vs FIG
-72.7%
+86.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.1% | +3.6% |
| 7D | 0.0% | -3.8% | +3.9% | 0.0% |
| 30D | -6.0% | -2.3% | -3.7% | -6.0% |
| 3M | -19.7% | +20.0% | -39.6% | -19.8% |
| 6M | +14.0% | -16.7% | +30.7% | +16.4% |
| YTD | +18.4% | -37.9% | +56.3% | +24.4% |
| 1Y | +17.1% | -58.5% | +75.6% | +27.2% |
| All | +13.4% | -72.7% | +86.1% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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