+0.5%
MCHP vs IBB
+64.8%
-64.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | +1.0% |
| 7D | +2.8% | -1.7% | +4.4% | +4.4% |
| 30D | -12.8% | +4.9% | -17.7% | -17.6% |
| 3M | -19.2% | +24.2% | -43.4% | -36.2% |
| 6M | +14.5% | +23.8% | -9.3% | -10.0% |
| YTD | +17.1% | +23.0% | -5.8% | -7.9% |
| 1Y | +15.3% | +46.2% | -30.8% | -26.2% |
| 3Y | +0.5% | +64.8% | -64.4% | -45.2% |
| All | +0.5% | +64.8% | -64.4% | -45.2% |
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