+199.5%
MCHP vs IVZ
+65.9%
+133.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.0% |
| 7D | 0.0% | -2.4% | +2.4% | +1.4% |
| 30D | -6.0% | +3.0% | -9.1% | -7.7% |
| 3M | -19.7% | +14.9% | -34.6% | -25.9% |
| 6M | +14.0% | +36.7% | -22.7% | -5.0% |
| YTD | +18.4% | +25.7% | -7.2% | +2.7% |
| 1Y | +17.1% | +47.7% | -30.6% | -7.6% |
| 3Y | +0.7% | +138.8% | -138.1% | -40.4% |
| 5Y | +5.1% | +62.1% | -57.0% | -25.5% |
| All | +199.5% | +65.9% | +133.6% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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