+304.7%
IONQ vs MCHP
+5.2%
+299.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +3.2% |
| 7D | +7.1% | +2.8% | +4.4% | +4.9% |
| 30D | -8.9% | -12.8% | +3.9% | +1.5% |
| 3M | -35.6% | -19.2% | -16.4% | -24.5% |
| 6M | +13.3% | +14.5% | -1.3% | +0.8% |
| YTD | -9.8% | +17.1% | -26.9% | -23.3% |
| 1Y | -1.3% | +15.3% | -16.6% | -15.5% |
| 3Y | +109.3% | +0.5% | +108.8% | +82.2% |
| 5Y | +304.7% | +6.1% | +298.6% | +257.1% |
| All | +304.7% | +5.2% | +299.5% | +257.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling