+126.5%
MCHP vs IP
+26.3%
+100.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.8% | -10.9% | -10.5% |
| 7D | -24.6% | -5.1% | -19.5% | -22.4% |
| 30D | -25.2% | +8.5% | -33.7% | -28.5% |
| 3M | -21.1% | -13.8% | -7.2% | -14.9% |
| 6M | -42.7% | +5.7% | -48.4% | -45.5% |
| YTD | -6.9% | -9.1% | +2.3% | -6.0% |
| 1Y | +0.9% | -0.8% | +1.7% | -3.5% |
| 3Y | -16.2% | +14.8% | -31.0% | -30.5% |
| 5Y | -24.1% | -11.5% | -12.6% | -27.0% |
| All | +126.5% | +26.3% | +100.2% | +90.5% |
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