+775.0%
MCHP vs ICE
+2,279.0%
-1,503.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.4% |
| 7D | +2.8% | -1.2% | +3.9% | +3.1% |
| 30D | -12.8% | +5.0% | -17.8% | -14.3% |
| 3M | -19.2% | +13.9% | -33.1% | -23.0% |
| 6M | +14.5% | -4.4% | +19.0% | +15.0% |
| YTD | +17.1% | -1.9% | +19.0% | +16.1% |
| 1Y | +15.3% | -8.1% | +23.4% | +16.6% |
| 3Y | +0.5% | +42.5% | -42.0% | -11.6% |
| 5Y | +6.1% | +40.6% | -34.6% | -6.3% |
| 10Y | +192.2% | +217.1% | -24.9% | +106.8% |
| All | +775.0% | +2,279.0% | -1,503.9% | +286.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling