+6.1%
MCHP vs IWD
+73.8%
-67.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | +0.5% |
| 7D | +2.8% | -0.2% | +2.9% | +3.0% |
| 30D | -12.8% | -0.8% | -12.0% | -11.7% |
| 3M | -19.2% | +8.0% | -27.2% | -30.2% |
| 6M | +14.5% | +18.2% | -3.6% | -15.8% |
| YTD | +17.1% | +22.3% | -5.2% | -19.2% |
| 1Y | +15.3% | +28.9% | -13.6% | -27.5% |
| 3Y | +0.5% | +71.5% | -71.1% | -59.5% |
| 5Y | +6.1% | +73.6% | -67.5% | -55.2% |
| All | +6.1% | +73.8% | -67.8% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling