+38.2%
IWM vs MCHP
+5.4%
+32.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -1.1% | +0.3% | -1.5% | -1.3% |
| 30D | -3.1% | -9.8% | +6.6% | 0.0% |
| 3M | +2.2% | -19.7% | +21.9% | +8.2% |
| 6M | +15.1% | +13.6% | +1.5% | +7.5% |
| YTD | +18.6% | +16.5% | +2.0% | +8.9% |
| 1Y | +24.0% | +15.7% | +8.3% | +13.3% |
| 3Y | +63.7% | 0.0% | +63.8% | +48.8% |
| 5Y | +38.2% | +4.4% | +33.8% | +17.3% |
| All | +38.2% | +5.4% | +32.8% | +17.3% |
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