+199.5%
MCHP vs IWF
+422.7%
-223.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.6% |
| 7D | 0.0% | -0.9% | +1.0% | +1.4% |
| 30D | -6.0% | -1.7% | -4.3% | -3.7% |
| 3M | -19.7% | +0.7% | -20.3% | -19.6% |
| 6M | +14.0% | +8.6% | +5.5% | +3.1% |
| YTD | +18.4% | +3.5% | +14.9% | +13.8% |
| 1Y | +17.1% | +7.0% | +10.1% | +7.6% |
| 3Y | +0.7% | +76.3% | -75.6% | -52.1% |
| 5Y | +5.1% | +74.8% | -69.7% | -48.2% |
| All | +199.5% | +422.7% | -223.3% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling