+134.5%
MCHP vs IBB
+126.8%
+7.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +5.7% | -0.5% | +6.2% | +6.3% |
| 30D | -13.4% | +4.6% | -18.0% | -16.9% |
| 3M | -20.1% | +6.8% | -27.0% | -25.8% |
| 6M | -35.5% | +23.1% | -58.6% | -48.3% |
| YTD | -1.6% | +26.0% | -27.6% | -23.5% |
| 1Y | +15.5% | +30.4% | -14.9% | -13.3% |
| 3Y | -13.2% | +85.4% | -98.6% | -53.7% |
| 5Y | -17.5% | +39.7% | -57.2% | -42.0% |
| All | +134.5% | +126.8% | +7.8% | +15.8% |
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