+23.8%
IWM vs MCHP
-18.8%
+42.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.4% | +5.7% | -4.3% | -0.3% |
| 30D | +2.3% | -13.4% | +15.7% | +6.3% |
| 3M | -8.3% | -20.1% | +11.8% | -2.5% |
| 6M | -1.3% | -35.5% | +34.2% | +10.7% |
| YTD | +13.5% | -1.6% | +15.1% | +8.9% |
| 1Y | +18.4% | +15.5% | +2.9% | +7.0% |
| 3Y | +69.6% | -13.2% | +82.8% | +59.6% |
| All | +23.8% | -18.8% | +42.6% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling