+124.5%
MCHP vs IR
+271.1%
-146.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | 0.0% | -4.5% | +4.5% | +2.9% |
| 30D | -6.0% | -13.9% | +7.9% | +3.0% |
| 3M | -19.7% | -0.3% | -19.3% | -20.2% |
| 6M | +14.0% | -14.3% | +28.4% | +24.0% |
| YTD | +18.4% | -7.9% | +26.3% | +22.1% |
| 1Y | +17.1% | -9.9% | +27.0% | +22.2% |
| 3Y | +0.7% | +6.5% | -5.8% | -4.4% |
| 5Y | +5.1% | +34.0% | -28.9% | -12.7% |
| All | +124.5% | +271.1% | -146.5% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling