-6.2%
MCHP vs IOT
+54.1%
-60.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | 0.0% | -4.5% | +4.6% | +1.0% |
| 30D | -6.0% | -2.4% | -3.6% | -5.7% |
| 3M | -19.7% | +19.0% | -38.7% | -23.7% |
| 6M | +14.0% | +19.6% | -5.6% | +6.5% |
| YTD | +18.4% | +8.3% | +10.2% | +11.8% |
| 1Y | +17.1% | -0.8% | +17.9% | +12.8% |
| 3Y | +0.7% | +24.4% | -23.7% | -13.3% |
| All | -6.2% | +54.1% | -60.3% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling