+214.7%
IONQ vs MCHP
-12.5%
+227.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.4% | +2.9% | +5.2% |
| 7D | +25.5% | -19.2% | +44.6% | +40.9% |
| 30D | -11.4% | -18.6% | +7.2% | -0.4% |
| 3M | -20.5% | -26.9% | +6.5% | -4.7% |
| 6M | -28.2% | -37.2% | +9.0% | -6.0% |
| YTD | -21.2% | -1.8% | -19.4% | -22.1% |
| 1Y | -40.4% | +12.1% | -52.5% | -45.6% |
| 3Y | +214.7% | -10.0% | +224.7% | +217.0% |
| All | +214.7% | -12.5% | +227.2% | +217.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling