+0.7%
MCHP vs GWW
+89.6%
-88.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.3% |
| 7D | 0.0% | -3.4% | +3.4% | +2.1% |
| 30D | -6.0% | -1.9% | -4.1% | -5.0% |
| 3M | -19.7% | -2.4% | -17.3% | -19.2% |
| 6M | +14.0% | +15.7% | -1.7% | +2.3% |
| YTD | +18.4% | +27.6% | -9.2% | -1.2% |
| 1Y | +17.1% | +27.2% | -10.1% | -2.2% |
| 3Y | +0.7% | +89.7% | -89.0% | -37.8% |
| All | +0.7% | +89.6% | -88.9% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling