+166.4%
IWM vs MCHP
+207.0%
-40.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.2% | -0.9% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -4.6% | -6.0% | +1.5% | -2.5% |
| 3M | -0.3% | -19.7% | +19.4% | +6.3% |
| 6M | +14.7% | +14.0% | +0.7% | +6.2% |
| YTD | +17.8% | +18.4% | -0.6% | +6.6% |
| 1Y | +21.2% | +17.1% | +4.1% | +9.2% |
| 3Y | +62.3% | +0.7% | +61.6% | +45.0% |
| 5Y | +38.7% | +5.1% | +33.6% | +16.9% |
| All | +166.4% | +207.0% | -40.7% | +37.1% |
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