+253.1%
IONQ vs MCHP
+18.2%
+235.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.4% |
| 7D | +1.3% | +0.3% | +1.0% | +1.1% |
| 30D | -10.3% | -9.8% | -0.6% | -3.0% |
| 3M | -32.7% | -19.7% | -13.0% | -21.2% |
| 6M | +6.3% | +13.6% | -7.2% | -4.0% |
| YTD | -15.0% | +16.5% | -31.5% | -26.6% |
| 1Y | -13.3% | +15.7% | -29.0% | -25.1% |
| 3Y | +97.2% | 0.0% | +97.3% | +75.2% |
| 5Y | +278.7% | +4.4% | +274.3% | +233.6% |
| All | +253.1% | +18.2% | +235.0% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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