+17.1%
MCHP vs IEF
-2.7%
+19.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.9% |
| 7D | 0.0% | -1.3% | +1.4% | +2.0% |
| 30D | -6.0% | -1.7% | -4.3% | -3.7% |
| 3M | -19.7% | -2.5% | -17.2% | -17.0% |
| 6M | +14.0% | -3.3% | +17.3% | +17.0% |
| YTD | +18.4% | -2.8% | +21.2% | +22.2% |
| 1Y | +17.1% | -2.7% | +19.8% | +26.4% |
| All | +17.1% | -2.7% | +19.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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