+73.5%
IVV vs MCHP
-17.4%
+90.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | -0.6% | -22.6% | +22.0% | +5.6% |
| 30D | -3.7% | -20.1% | +16.5% | +1.4% |
| 3M | -2.7% | -25.4% | +22.7% | +3.9% |
| 6M | +2.2% | -38.4% | +40.7% | +13.5% |
| YTD | +10.9% | -3.7% | +14.6% | +7.8% |
| 1Y | +11.3% | +11.7% | -0.4% | +3.3% |
| 3Y | +76.9% | -16.1% | +93.0% | +67.4% |
| 5Y | +73.5% | -16.9% | +90.4% | +56.2% |
| All | +73.5% | -17.4% | +90.9% | +56.2% |
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