-17.3%
MCHP vs IRM
+187.5%
-204.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +5.7% | +6.8% | -1.1% | +1.6% |
| 30D | -13.4% | +2.6% | -16.0% | -14.3% |
| 3M | -20.1% | -9.5% | -10.7% | -15.0% |
| 6M | -35.5% | -8.5% | -27.0% | -31.9% |
| YTD | -1.6% | +40.3% | -41.8% | -20.0% |
| 1Y | +15.5% | +28.7% | -13.2% | -1.2% |
| 3Y | -13.2% | +111.8% | -125.0% | -47.7% |
| All | -17.3% | +187.5% | -204.8% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling