+3,284.3%
MCHP vs IRM
+9,772.9%
-6,488.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +5.7% | +6.8% | -1.1% | +3.2% |
| 30D | -13.4% | +2.6% | -16.0% | -13.9% |
| 3M | -20.1% | -9.5% | -10.7% | -16.8% |
| 6M | -35.5% | -8.5% | -27.0% | -33.1% |
| YTD | -1.6% | +40.3% | -41.8% | -13.2% |
| 1Y | +15.5% | +28.7% | -13.2% | +5.1% |
| 3Y | -13.2% | +111.8% | -125.0% | -34.3% |
| 5Y | -17.5% | +189.1% | -206.6% | -44.2% |
| 10Y | +136.0% | +519.8% | -383.8% | +19.8% |
| All | +3,284.3% | +9,772.9% | -6,488.6% | +747.9% |
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