-2.8%
MCHP vs IAG
+796.9%
-799.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.6% |
| 7D | -2.1% | -4.1% | +2.0% | -1.4% |
| 30D | -11.1% | +10.6% | -21.7% | -12.8% |
| 3M | -18.1% | +35.4% | -53.5% | -22.2% |
| 6M | +10.8% | -9.5% | +20.3% | +10.3% |
| YTD | +14.2% | +21.8% | -7.6% | +9.1% |
| 1Y | +13.5% | +84.1% | -70.7% | +2.3% |
| All | -2.8% | +796.9% | -799.7% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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