+15.8%
MCHP vs FIGR
+6.3%
+9.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -1.8% |
| 7D | +2.8% | +13.5% | -10.8% | +1.2% |
| 30D | -12.8% | +33.7% | -46.5% | -16.1% |
| 3M | -19.2% | +37.3% | -56.6% | -22.6% |
| 6M | +14.5% | +25.5% | -11.0% | +9.9% |
| YTD | +17.1% | -6.3% | +23.4% | +13.9% |
| All | +15.8% | +6.3% | +9.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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