+3,926.2%
MCHP vs IRM
+9,897.4%
-5,971.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +2.8% | +1.6% | +1.1% | +2.1% |
| 30D | -12.8% | -4.2% | -8.6% | -11.5% |
| 3M | -19.2% | -5.4% | -13.8% | -17.6% |
| 6M | +14.5% | +12.0% | +2.5% | +9.8% |
| YTD | +17.1% | +42.0% | -24.9% | +2.4% |
| 1Y | +15.3% | +29.9% | -14.5% | +3.7% |
| 3Y | +0.5% | +104.4% | -103.9% | -23.3% |
| 5Y | +6.1% | +191.0% | -184.9% | -28.9% |
| 10Y | +192.2% | +417.1% | -224.9% | +56.0% |
| All | +3,926.2% | +9,897.4% | -5,971.2% | +900.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling