+0.7%
MCHP vs IJR
+52.1%
-51.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +2.9% |
| 7D | 0.0% | -2.2% | +2.2% | +3.3% |
| 30D | -6.0% | -4.6% | -1.4% | +0.7% |
| 3M | -19.7% | +0.2% | -19.9% | -19.3% |
| 6M | +14.0% | +14.7% | -0.7% | -4.6% |
| YTD | +18.4% | +18.9% | -0.4% | -6.0% |
| 1Y | +17.1% | +19.9% | -2.8% | -8.0% |
| 3Y | +0.7% | +53.0% | -52.3% | -41.9% |
| All | +0.7% | +52.1% | -51.3% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling