+1.4%
MCHP vs ICE
+38.6%
-37.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.8% |
| 7D | -2.1% | -5.3% | +3.2% | +0.4% |
| 30D | -11.1% | +3.0% | -14.1% | -12.6% |
| 3M | -18.1% | +11.4% | -29.5% | -23.2% |
| 6M | +10.8% | -2.0% | +12.8% | +11.2% |
| YTD | +14.2% | -3.1% | +17.4% | +13.9% |
| 1Y | +13.5% | -8.4% | +21.8% | +17.3% |
| 3Y | -2.0% | +40.7% | -42.7% | -25.1% |
| 5Y | +1.4% | +40.0% | -38.6% | -27.0% |
| All | +1.4% | +38.6% | -37.2% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling