+774.4%
MCHP vs ITOT
+879.4%
-105.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.1% |
| 7D | -2.1% | -2.0% | -0.1% | +0.5% |
| 30D | -11.1% | -2.0% | -9.2% | -8.8% |
| 3M | -18.1% | +4.5% | -22.6% | -21.8% |
| 6M | +10.8% | +12.6% | -1.9% | -3.2% |
| YTD | +14.2% | +12.0% | +2.3% | +0.6% |
| 1Y | +13.5% | +17.3% | -3.8% | -5.3% |
| 3Y | -2.0% | +75.2% | -77.2% | -47.2% |
| 5Y | +1.4% | +74.0% | -72.6% | -42.6% |
| 10Y | +195.5% | +298.6% | -103.1% | -25.7% |
| All | +774.4% | +879.4% | -105.0% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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