+29.9%
MCHP vs IBN
+4.2%
+25.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.0% | -4.8% |
| 7D | -5.4% | +8.9% | -14.3% | -8.9% |
| 30D | -7.5% | +12.6% | -20.2% | -12.6% |
| 3M | -6.0% | +3.1% | -9.1% | -7.4% |
| 6M | -20.1% | +20.6% | -40.7% | -28.1% |
| YTD | +20.2% | +5.8% | +14.5% | +15.5% |
| 1Y | +29.9% | +3.7% | +26.3% | +24.2% |
| All | +29.9% | +4.2% | +25.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling