+14.5%
MCHP vs IWD
+28.5%
-14.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.8% |
| 7D | -4.3% | +1.7% | -6.0% | -7.7% |
| 30D | -16.3% | +3.2% | -19.5% | -21.3% |
| 3M | -21.4% | +2.3% | -23.7% | -24.7% |
| 6M | -35.8% | +12.9% | -48.7% | -50.6% |
| YTD | -0.9% | +26.2% | -27.2% | -41.4% |
| 1Y | +14.5% | +28.3% | -13.8% | -34.5% |
| All | +14.5% | +28.5% | -14.0% | -34.5% |
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 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