-16.1%
MCHP vs IBB
+89.8%
-105.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.9% |
| 7D | -22.6% | +0.8% | -23.3% | -22.9% |
| 30D | -20.1% | +5.2% | -25.3% | -23.6% |
| 3M | -25.4% | +8.6% | -34.0% | -31.7% |
| 6M | -38.4% | +27.8% | -66.3% | -52.8% |
| YTD | -3.7% | +28.8% | -32.5% | -27.6% |
| 1Y | +11.7% | +36.4% | -24.7% | -21.7% |
| 3Y | -16.1% | +89.3% | -105.4% | -61.0% |
| All | -16.1% | +89.8% | -105.9% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling