+199.5%
MCHP vs IBN
+324.2%
-124.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.8% |
| 7D | 0.0% | -3.0% | +3.0% | +1.4% |
| 30D | -6.0% | -1.5% | -4.5% | -5.5% |
| 3M | -19.7% | +7.9% | -27.6% | -22.5% |
| 6M | +14.0% | +8.6% | +5.4% | +9.6% |
| YTD | +18.4% | -0.6% | +19.0% | +18.3% |
| 1Y | +17.1% | -7.3% | +24.4% | +20.0% |
| 3Y | +0.7% | +26.2% | -25.5% | -10.8% |
| 5Y | +5.1% | +57.8% | -52.7% | -15.3% |
| All | +199.5% | +324.2% | -124.8% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling