+21.2%
IWM vs MCHP
+17.6%
+3.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.2% | -0.4% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -4.6% | -6.0% | +1.5% | -3.4% |
| 3M | -0.3% | -19.7% | +19.4% | +3.7% |
| 6M | +14.7% | +14.0% | +0.7% | +9.0% |
| YTD | +17.8% | +18.4% | -0.6% | +9.7% |
| 1Y | +21.2% | +17.1% | +4.1% | +13.0% |
| All | +21.2% | +17.6% | +3.6% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling