+763.7%
IVV vs MCHP
+905.6%
-141.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.3% | -4.3% | +7.6% | +4.4% |
| 30D | -2.7% | -16.3% | +13.6% | +1.6% |
| 3M | -1.7% | -21.4% | +19.7% | +4.2% |
| 6M | +3.2% | -35.8% | +38.9% | +14.0% |
| YTD | +12.0% | -0.9% | +12.9% | +8.4% |
| 1Y | +12.1% | +14.5% | -2.4% | +3.7% |
| 3Y | +78.6% | -13.7% | +92.3% | +69.2% |
| 5Y | +73.8% | -16.9% | +90.8% | +62.1% |
| 10Y | +312.1% | +137.5% | +174.6% | +168.6% |
| All | +763.7% | +905.6% | -141.9% | +235.3% |
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