+63.3%
IWM vs MCHP
-1.6%
+64.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -1.1% | +0.3% | -1.5% | -1.2% |
| 30D | -3.1% | -9.8% | +6.6% | -0.5% |
| 3M | +2.2% | -19.7% | +21.9% | +7.2% |
| 6M | +15.1% | +13.6% | +1.5% | +8.9% |
| YTD | +18.6% | +16.5% | +2.0% | +10.6% |
| 1Y | +24.0% | +15.7% | +8.3% | +15.3% |
| All | +63.3% | -1.6% | +64.9% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling