+201.4%
MCHP vs IBB
+122.2%
+79.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.3% |
| 7D | +0.3% | -3.9% | +4.2% | +4.1% |
| 30D | -9.8% | +2.7% | -12.5% | -12.6% |
| 3M | -19.7% | +21.4% | -41.1% | -34.0% |
| 6M | +13.6% | +20.1% | -6.5% | -6.2% |
| YTD | +16.5% | +21.9% | -5.3% | -5.6% |
| 1Y | +15.7% | +44.1% | -28.4% | -20.6% |
| 3Y | 0.0% | +63.4% | -63.4% | -38.4% |
| 5Y | +4.4% | +19.8% | -15.3% | -14.5% |
| 10Y | +201.4% | +127.0% | +74.4% | +56.5% |
| All | +201.4% | +122.2% | +79.2% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling