+29.9%
MCHP vs IRE
-97.6%
+127.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -23.2% | +20.0% | -1.1% |
| 7D | -5.4% | -46.8% | +41.4% | -0.6% |
| 30D | -7.5% | -75.5% | +68.0% | +3.0% |
| 3M | -6.0% | -79.4% | +73.4% | +4.8% |
| 6M | -20.1% | -91.3% | +71.2% | -8.9% |
| YTD | +20.2% | -90.8% | +111.1% | +31.0% |
| 1Y | +29.9% | -97.7% | +127.7% | +51.8% |
| All | +29.9% | -97.6% | +127.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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