+1.4%
MCHP vs IT
-46.1%
+47.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -2.1% | -12.7% | +10.6% | +2.3% |
| 30D | -11.1% | -8.9% | -2.2% | -8.8% |
| 3M | -18.1% | +10.1% | -28.2% | -23.4% |
| 6M | +10.8% | +7.3% | +3.5% | +1.9% |
| YTD | +14.2% | -32.4% | +46.6% | +32.8% |
| 1Y | +13.5% | -26.6% | +40.1% | +24.3% |
| 3Y | -2.0% | -51.8% | +49.8% | +36.4% |
| 5Y | +1.4% | -45.6% | +47.0% | +22.3% |
| All | +1.4% | -46.1% | +47.5% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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