+938.1%
MCHP vs IAG
+368.9%
+569.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.9% |
| 7D | +2.8% | +4.3% | -1.5% | +2.4% |
| 30D | -12.8% | +9.8% | -22.6% | -13.7% |
| 3M | -19.2% | +28.9% | -48.1% | -21.1% |
| 6M | +14.5% | -7.6% | +22.1% | +14.8% |
| YTD | +17.1% | +22.0% | -4.8% | +14.1% |
| 1Y | +15.3% | +99.5% | -84.2% | +7.4% |
| 3Y | +0.5% | +818.3% | -817.8% | -19.3% |
| 5Y | +6.1% | +785.9% | -779.8% | -17.0% |
| 10Y | +192.2% | +381.1% | -188.9% | +127.7% |
| All | +938.1% | +368.9% | +569.2% | +658.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling