+1,136.5%
MCHP vs IJH
+1,054.0%
+82.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.7% |
| 7D | 0.0% | -1.9% | +1.9% | +2.4% |
| 30D | -6.0% | -4.6% | -1.4% | -0.2% |
| 3M | -19.7% | -1.2% | -18.5% | -17.7% |
| 6M | +14.0% | +9.4% | +4.6% | +3.9% |
| YTD | +18.4% | +13.3% | +5.1% | +3.4% |
| 1Y | +17.1% | +13.4% | +3.7% | +2.6% |
| 3Y | +0.7% | +50.4% | -49.7% | -34.1% |
| 5Y | +5.1% | +49.0% | -43.9% | -28.2% |
| 10Y | +206.3% | +182.6% | +23.7% | +4.1% |
| All | +1,136.5% | +1,054.0% | +82.5% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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