+905.4%
MCHP vs IWD
+745.7%
+159.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -22.6% | +1.6% | -24.1% | -23.8% |
| 30D | -20.1% | +3.6% | -23.7% | -23.2% |
| 3M | -25.4% | +2.0% | -27.5% | -27.0% |
| 6M | -38.4% | +13.1% | -51.5% | -46.4% |
| YTD | -3.7% | +26.2% | -29.9% | -26.1% |
| 1Y | +11.7% | +29.6% | -17.8% | -16.7% |
| 3Y | -16.1% | +84.3% | -100.4% | -56.6% |
| 5Y | -16.9% | +73.4% | -90.3% | -52.1% |
| 10Y | +133.4% | +202.4% | -69.0% | -21.8% |
| All | +905.4% | +745.7% | +159.7% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling