+776.1%
IVV vs MCHP
+1,101.4%
-325.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.8% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | +0.1% | -4.1% | +4.2% | +0.8% |
| 3M | +2.0% | -22.5% | +24.5% | +8.1% |
| 6M | +13.0% | +7.3% | +5.8% | +8.5% |
| YTD | +13.6% | +18.4% | -4.8% | +5.5% |
| 1Y | +20.1% | +18.1% | +1.9% | +10.7% |
| 3Y | +77.6% | -2.8% | +80.4% | +63.9% |
| 5Y | +82.5% | +5.5% | +77.0% | +60.1% |
| 10Y | +316.5% | +185.8% | +130.7% | +159.8% |
| All | +776.1% | +1,101.4% | -325.3% | +226.4% |
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