+3.0%
MCHP vs IFF
-35.8%
+38.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | 0.0% | -3.2% | +3.2% | +1.6% |
| 30D | -6.0% | -0.3% | -5.7% | -6.1% |
| 3M | -19.7% | +8.4% | -28.1% | -23.5% |
| 6M | +14.0% | +23.0% | -9.0% | +0.5% |
| YTD | +18.4% | +25.5% | -7.0% | +2.6% |
| 1Y | +17.1% | +29.1% | -12.0% | -0.7% |
| 3Y | +0.7% | +31.7% | -30.9% | -15.3% |
| All | +3.0% | -35.8% | +38.8% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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