+199.5%
MCHP vs ICE
+220.6%
-21.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.1% |
| 7D | 0.0% | -2.4% | +2.4% | +1.5% |
| 30D | -6.0% | +4.0% | -10.0% | -8.4% |
| 3M | -19.7% | +13.7% | -33.4% | -26.6% |
| 6M | +14.0% | +0.9% | +13.1% | +11.4% |
| YTD | +18.4% | -2.1% | +20.6% | +16.5% |
| 1Y | +17.1% | -9.5% | +26.6% | +21.2% |
| 3Y | +0.7% | +42.1% | -41.4% | -23.7% |
| 5Y | +5.1% | +41.4% | -36.3% | -21.7% |
| All | +199.5% | +220.6% | -21.2% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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