+1,092.9%
MCHP vs IJR
+1,119.4%
-26.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.0% |
| 7D | -2.1% | -2.3% | +0.2% | +0.5% |
| 30D | -11.1% | -4.7% | -6.4% | -6.3% |
| 3M | -18.1% | +2.1% | -20.2% | -19.4% |
| 6M | +10.8% | +13.9% | -3.1% | -2.6% |
| YTD | +14.2% | +18.2% | -4.0% | -3.6% |
| 1Y | +13.5% | +21.8% | -8.4% | -7.0% |
| 3Y | -2.0% | +52.2% | -54.2% | -34.4% |
| 5Y | +1.4% | +40.1% | -38.7% | -23.9% |
| 10Y | +195.5% | +169.7% | +25.8% | +14.2% |
| All | +1,092.9% | +1,119.4% | -26.5% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling