+29.9%
MCHP vs HWM
+5.4%
+24.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.3% | +1.0% | -2.0% |
| 7D | -5.4% | +9.4% | -14.8% | -8.0% |
| 30D | -7.5% | -7.0% | -0.6% | -5.5% |
| 3M | -6.0% | -25.9% | +19.8% | +2.8% |
| 6M | -20.1% | -10.8% | -9.2% | -18.2% |
| YTD | +20.2% | +4.3% | +15.9% | +22.3% |
| 1Y | +29.9% | +4.4% | +25.6% | +30.1% |
| All | +29.9% | +5.4% | +24.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling