+18.1%
MCHP vs IWD
+30.5%
-12.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +3.0% |
| 7D | +1.7% | -0.3% | +2.0% | +2.3% |
| 30D | -4.1% | +0.6% | -4.7% | -5.5% |
| 3M | -22.5% | +7.2% | -29.7% | -33.9% |
| 6M | +7.3% | +16.2% | -8.9% | -23.1% |
| YTD | +18.4% | +23.3% | -5.0% | -26.3% |
| 1Y | +18.1% | +29.6% | -11.4% | -32.6% |
| All | +18.1% | +30.5% | -12.3% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling