+18.1%
MCHP vs IR
-1.2%
+19.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +0.8% |
| 7D | +1.7% | -2.8% | +4.5% | +3.2% |
| 30D | -4.1% | -15.1% | +11.1% | +4.1% |
| 3M | -22.5% | +6.1% | -28.6% | -25.8% |
| 6M | +7.3% | -16.8% | +24.1% | +15.8% |
| YTD | +18.4% | -3.5% | +21.9% | +15.1% |
| 1Y | +18.1% | -3.5% | +21.6% | +15.7% |
| All | +18.1% | -1.2% | +19.4% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling