-36.6%
MCHP vs IR
+12.4%
-49.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.5% |
| 7D | -17.5% | +1.1% | -18.6% | -17.9% |
| 30D | -15.8% | +7.6% | -23.4% | -18.9% |
| 3M | -22.9% | +0.1% | -22.9% | -23.3% |
| 6M | -36.6% | +14.0% | -50.5% | -43.3% |
| All | -36.6% | +12.4% | -49.0% | -43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling