+29.9%
MCHP vs IOT
+8.2%
+21.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -3.1% |
| 7D | -5.4% | -0.5% | -4.9% | -5.4% |
| 30D | -7.5% | +1.0% | -8.5% | -7.5% |
| 3M | -6.0% | +10.9% | -17.0% | -5.6% |
| 6M | -20.1% | +39.9% | -60.0% | -18.6% |
| YTD | +20.2% | +20.8% | -0.5% | +31.4% |
| 1Y | +29.9% | +10.6% | +19.4% | +42.3% |
| All | +29.9% | +8.2% | +21.8% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling