-16.2%
MCHP vs IP
+13.9%
-30.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +0.8% | -10.9% | -10.3% |
| 7D | -24.6% | -5.1% | -19.5% | -23.0% |
| 30D | -25.2% | +8.5% | -33.7% | -27.5% |
| 3M | -21.1% | -13.8% | -7.2% | -16.6% |
| 6M | -42.7% | +5.7% | -48.4% | -44.6% |
| YTD | -6.9% | -9.1% | +2.3% | -5.6% |
| 1Y | +0.9% | -0.8% | +1.7% | -1.9% |
| 3Y | -16.2% | +14.8% | -31.0% | -13.8% |
| All | -16.2% | +13.9% | -30.1% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling