+42,373.9%
MCHP vs IP
+266.7%
+42,107.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +0.6% |
| 7D | +1.7% | -5.3% | +7.0% | +3.9% |
| 30D | -4.1% | -10.9% | +6.8% | +0.5% |
| 3M | -22.5% | +11.2% | -33.7% | -26.4% |
| 6M | +7.3% | -10.2% | +17.5% | +10.0% |
| YTD | +18.4% | -2.0% | +20.4% | +16.5% |
| 1Y | +18.1% | -19.1% | +37.2% | +24.7% |
| 3Y | -2.8% | +20.9% | -23.6% | -14.5% |
| 5Y | +5.5% | -17.8% | +23.3% | +7.7% |
| 10Y | +185.8% | +23.5% | +162.3% | +143.8% |
| All | +42,373.9% | +266.7% | +42,107.2% | +21,049.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling