+188.9%
MCHP vs IWD
+201.1%
-12.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.5% |
| 7D | -2.1% | -2.3% | +0.2% | +1.6% |
| 30D | -11.1% | -1.8% | -9.3% | -8.7% |
| 3M | -18.1% | +8.0% | -26.1% | -27.3% |
| 6M | +10.8% | +17.0% | -6.2% | -12.4% |
| YTD | +14.2% | +21.3% | -7.0% | -14.4% |
| 1Y | +13.5% | +27.9% | -14.5% | -21.3% |
| 3Y | -2.0% | +70.1% | -72.1% | -53.0% |
| 5Y | +1.4% | +74.2% | -72.8% | -51.3% |
| All | +188.9% | +201.1% | -12.2% | -22.3% |
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