+526.0%
MCHP vs IEFA
+209.0%
+317.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -0.7% |
| 7D | -2.1% | -2.4% | +0.3% | +1.4% |
| 30D | -11.1% | -2.1% | -9.0% | -8.4% |
| 3M | -18.1% | +5.5% | -23.6% | -23.4% |
| 6M | +10.8% | +8.1% | +2.7% | +0.1% |
| YTD | +14.2% | +11.9% | +2.3% | -2.1% |
| 1Y | +13.5% | +18.1% | -4.6% | -9.5% |
| 3Y | -2.0% | +65.5% | -67.5% | -49.5% |
| 5Y | +1.4% | +50.1% | -48.7% | -38.7% |
| 10Y | +195.5% | +144.2% | +51.3% | +7.8% |
| All | +526.0% | +209.0% | +317.0% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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