+766.3%
IVV vs MCHP
+906.4%
-140.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.5% |
| 7D | -0.9% | -17.5% | +16.6% | +4.1% |
| 30D | -2.3% | -15.8% | +13.5% | +1.8% |
| 3M | -1.2% | -22.9% | +21.7% | +5.3% |
| 6M | +3.3% | -36.6% | +39.9% | +14.6% |
| YTD | +12.3% | -0.8% | +13.2% | +8.7% |
| 1Y | +12.5% | +16.5% | -4.0% | +3.6% |
| 3Y | +79.2% | -13.6% | +92.8% | +69.7% |
| 5Y | +75.6% | -17.0% | +92.7% | +63.8% |
| 10Y | +313.4% | +137.7% | +175.7% | +169.4% |
| All | +766.3% | +906.4% | -140.1% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling