+143.5%
IWM vs MCHP
+134.0%
+9.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.4% | +5.7% | -4.3% | -0.6% |
| 30D | +2.3% | -13.4% | +15.7% | +6.8% |
| 3M | -8.3% | -20.1% | +11.8% | -1.8% |
| 6M | -1.3% | -35.5% | +34.2% | +12.3% |
| YTD | +13.5% | -1.6% | +15.1% | +8.6% |
| 1Y | +18.4% | +15.5% | +2.9% | +6.1% |
| 3Y | +69.6% | -13.2% | +82.8% | +58.1% |
| 5Y | +23.3% | -17.5% | +40.7% | +12.8% |
| All | +143.5% | +134.0% | +9.6% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling