-17.0%
MCHP vs IR
+46.1%
-63.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.7% |
| 7D | -17.5% | +1.1% | -18.6% | -18.1% |
| 30D | -15.8% | +7.6% | -23.4% | -20.5% |
| 3M | -22.9% | +0.1% | -22.9% | -23.1% |
| 6M | -36.6% | +14.0% | -50.5% | -43.5% |
| YTD | -0.8% | +7.5% | -8.3% | -9.7% |
| 1Y | +16.5% | +10.1% | +6.4% | +3.8% |
| 3Y | -13.6% | +24.9% | -38.5% | -32.3% |
| 5Y | -17.0% | +46.9% | -63.9% | -43.6% |
| All | -17.0% | +46.1% | -63.1% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling