+69.6%
IWM vs MCHP
-13.2%
+82.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.4% | +5.7% | -4.3% | 0.0% |
| 30D | +2.3% | -13.4% | +15.7% | +5.6% |
| 3M | -8.3% | -20.1% | +11.8% | -3.6% |
| 6M | -1.3% | -35.5% | +34.2% | +8.5% |
| YTD | +13.5% | -1.6% | +15.1% | +10.0% |
| 1Y | +18.4% | +15.5% | +2.9% | +9.3% |
| 3Y | +69.6% | -13.2% | +82.8% | +52.9% |
| All | +69.6% | -13.2% | +82.8% | +52.9% |
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