+124.4%
MCHP vs IR
+288.5%
-164.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +0.7% |
| 7D | +1.7% | -2.8% | +4.5% | +3.5% |
| 30D | -4.1% | -15.1% | +11.1% | +6.0% |
| 3M | -22.5% | +6.1% | -28.6% | -25.9% |
| 6M | +7.3% | -16.8% | +24.1% | +18.9% |
| YTD | +18.4% | -3.5% | +21.9% | +18.6% |
| 1Y | +18.1% | -3.5% | +21.6% | +18.1% |
| 3Y | -2.8% | +9.5% | -12.3% | -9.3% |
| 5Y | +5.5% | +45.1% | -39.6% | -16.3% |
| All | +124.4% | +288.5% | -164.1% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling