+1.4%
MCHP vs IAG
+796.9%
-795.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.6% |
| 7D | -2.1% | -4.1% | +2.0% | -1.5% |
| 30D | -11.1% | +10.6% | -21.7% | -12.6% |
| 3M | -18.1% | +35.4% | -53.5% | -21.7% |
| 6M | +10.8% | -9.5% | +20.3% | +10.8% |
| YTD | +14.2% | +21.8% | -7.6% | +9.6% |
| 1Y | +13.5% | +84.1% | -70.7% | +3.0% |
| 3Y | -2.0% | +817.4% | -819.4% | -28.6% |
| 5Y | +1.4% | +830.1% | -828.7% | -33.0% |
| All | +1.4% | +796.9% | -795.5% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling