+194.8%
MCHP vs IP
+23.4%
+171.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +0.3% |
| 7D | +1.7% | -5.3% | +7.0% | +4.6% |
| 30D | -4.1% | -10.9% | +6.8% | +1.9% |
| 3M | -22.5% | +11.2% | -33.7% | -27.8% |
| 6M | +7.3% | -10.2% | +17.5% | +10.9% |
| YTD | +18.4% | -2.0% | +20.4% | +15.3% |
| 1Y | +18.1% | -19.1% | +37.2% | +26.9% |
| 3Y | -2.8% | +20.9% | -23.6% | -21.1% |
| 5Y | +5.5% | -17.8% | +23.3% | +6.6% |
| All | +194.8% | +23.4% | +171.4% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling