+15.5%
MCHP vs IR
+10.2%
+5.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | +5.7% | +2.5% | +3.2% | +4.3% |
| 30D | -13.4% | +9.2% | -22.6% | -17.2% |
| 3M | -20.1% | +0.9% | -21.1% | -20.7% |
| 6M | -35.5% | +19.2% | -54.8% | -41.8% |
| YTD | -1.6% | +7.5% | -9.0% | -10.0% |
| 1Y | +15.5% | +11.7% | +3.7% | +3.1% |
| All | +15.5% | +10.2% | +5.2% | +3.1% |
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