+134.5%
MCHP vs IWD
+203.0%
-68.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -1.0% |
| 7D | +5.7% | +2.3% | +3.4% | +2.1% |
| 30D | -13.4% | +3.6% | -17.0% | -17.7% |
| 3M | -20.1% | +2.2% | -22.3% | -22.5% |
| 6M | -35.5% | +13.0% | -48.5% | -46.2% |
| YTD | -1.6% | +26.5% | -28.1% | -30.7% |
| 1Y | +15.5% | +30.1% | -14.7% | -22.0% |
| 3Y | -13.2% | +84.9% | -98.0% | -63.3% |
| 5Y | -17.5% | +73.4% | -90.8% | -60.4% |
| All | +134.5% | +203.0% | -68.5% | -41.5% |
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