+199.5%
MCHP vs IRM
+440.8%
-241.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +2.6% |
| 7D | 0.0% | -1.4% | +1.5% | +0.8% |
| 30D | -6.0% | -7.4% | +1.3% | -2.3% |
| 3M | -19.7% | -7.4% | -12.3% | -16.7% |
| 6M | +14.0% | +8.7% | +5.4% | +9.0% |
| YTD | +18.4% | +40.9% | -22.5% | -1.7% |
| 1Y | +17.1% | +20.5% | -3.4% | +4.7% |
| 3Y | +0.7% | +101.7% | -101.0% | -31.7% |
| 5Y | +5.1% | +197.7% | -192.6% | -41.7% |
| All | +199.5% | +440.8% | -241.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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