+8.8%
MCHP vs IRE
-85.3%
+94.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.8% | +5.9% | -1.3% |
| 7D | -2.1% | +7.9% | -10.0% | -2.9% |
| 30D | -11.1% | +9.3% | -20.4% | -12.7% |
| 3M | -18.1% | -52.3% | +34.2% | -16.9% |
| 6M | +10.8% | -38.5% | +49.3% | +8.8% |
| YTD | +14.2% | -54.8% | +69.1% | +10.5% |
| All | +8.8% | -85.3% | +94.1% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling