-16.9%
MCHP vs IWD
+73.2%
-90.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -22.6% | +1.6% | -24.1% | -24.5% |
| 30D | -20.1% | +3.6% | -23.7% | -25.0% |
| 3M | -25.4% | +2.0% | -27.5% | -28.0% |
| 6M | -38.4% | +13.1% | -51.5% | -50.8% |
| YTD | -3.7% | +26.2% | -29.9% | -37.2% |
| 1Y | +11.7% | +29.6% | -17.8% | -30.5% |
| 3Y | -16.1% | +84.3% | -100.4% | -70.2% |
| 5Y | -16.9% | +73.4% | -90.3% | -65.7% |
| All | -16.9% | +73.2% | -90.1% | -65.7% |
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