+136.1%
MCHP vs IWD
+202.4%
-66.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.6% |
| 7D | -4.3% | +1.7% | -6.0% | -6.6% |
| 30D | -16.3% | +3.2% | -19.5% | -20.0% |
| 3M | -21.4% | +2.3% | -23.7% | -23.8% |
| 6M | -35.8% | +12.9% | -48.7% | -46.4% |
| YTD | -0.9% | +26.2% | -27.2% | -30.0% |
| 1Y | +14.5% | +28.3% | -13.8% | -20.9% |
| 3Y | -13.7% | +84.4% | -98.1% | -63.3% |
| 5Y | -16.9% | +73.0% | -89.9% | -60.0% |
| All | +136.1% | +202.4% | -66.3% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling