+898.8%
MCHP vs IYR
+699.9%
+198.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +2.8% | -0.4% | +3.1% | +3.0% |
| 30D | -12.8% | -2.5% | -10.3% | -11.6% |
| 3M | -19.2% | +1.5% | -20.7% | -20.4% |
| 6M | +14.5% | +3.9% | +10.7% | +11.3% |
| YTD | +17.1% | +9.5% | +7.6% | +10.2% |
| 1Y | +15.3% | +7.5% | +7.9% | +9.7% |
| 3Y | +0.5% | +30.8% | -30.3% | -13.8% |
| 5Y | +6.1% | +4.8% | +1.3% | +4.3% |
| 10Y | +192.2% | +64.3% | +127.9% | +129.7% |
| All | +898.8% | +699.9% | +198.9% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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