+199.5%
MCHP vs ITW
+194.8%
+4.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.5% | +2.6% |
| 7D | 0.0% | -0.7% | +0.8% | +0.7% |
| 30D | -6.0% | -8.3% | +2.3% | +1.8% |
| 3M | -19.7% | +6.0% | -25.7% | -24.7% |
| 6M | +14.0% | 0.0% | +14.0% | +13.0% |
| YTD | +18.4% | +10.2% | +8.2% | +6.7% |
| 1Y | +17.1% | +3.2% | +13.9% | +12.1% |
| 3Y | +0.7% | +21.0% | -20.3% | -15.1% |
| 5Y | +5.1% | +37.9% | -32.8% | -20.9% |
| All | +199.5% | +194.8% | +4.6% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling