+0.5%
MCHP vs IR
+8.4%
-7.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | +0.1% |
| 7D | +2.8% | +0.6% | +2.1% | +2.3% |
| 30D | -12.8% | -13.6% | +0.8% | -3.0% |
| 3M | -19.2% | +3.7% | -22.9% | -22.5% |
| 6M | +14.5% | -13.1% | +27.6% | +25.0% |
| YTD | +17.1% | -5.1% | +22.2% | +17.0% |
| 1Y | +15.3% | -6.5% | +21.8% | +16.1% |
| 3Y | +0.5% | +8.5% | -8.0% | -10.0% |
| All | +0.5% | +8.4% | -7.9% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling