-35.8%
MCHP vs IWD
+13.0%
-48.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.9% |
| 7D | -4.3% | +1.7% | -6.0% | -7.9% |
| 30D | -16.3% | +3.2% | -19.5% | -21.1% |
| 3M | -21.4% | +2.3% | -23.7% | -24.6% |
| 6M | -35.8% | +12.9% | -48.7% | -54.6% |
| All | -35.8% | +13.0% | -48.8% | -54.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling