+215.4%
IONQ vs MCHP
+0.6%
+214.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.6% | -4.8% |
| 7D | +15.3% | -17.5% | +32.8% | +30.1% |
| 30D | -6.1% | -15.8% | +9.8% | +4.9% |
| 3M | -21.6% | -22.9% | +1.3% | -6.7% |
| 6M | -40.1% | -36.6% | -3.6% | -18.0% |
| YTD | -24.1% | -0.8% | -23.3% | -27.7% |
| 1Y | -37.4% | +16.5% | -53.9% | -47.4% |
| 3Y | +219.5% | -13.6% | +233.1% | +208.6% |
| 5Y | +76.9% | -17.0% | +93.9% | +76.9% |
| All | +215.4% | +0.6% | +214.8% | +191.1% |
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