+134.5%
MCHP vs HWM
+1,487.1%
-1,352.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | +5.7% | +7.3% | -1.6% | +2.5% |
| 30D | -13.4% | +1.6% | -15.0% | -14.3% |
| 3M | -20.1% | -21.9% | +1.7% | -11.7% |
| 6M | -35.5% | -19.0% | -16.5% | -30.1% |
| YTD | -1.6% | +7.9% | -9.5% | -6.9% |
| 1Y | +15.5% | +9.9% | +5.5% | +8.1% |
| 3Y | -13.2% | +342.1% | -355.3% | -57.1% |
| 5Y | -17.5% | +600.8% | -618.2% | -66.5% |
| All | +134.5% | +1,487.1% | -1,352.5% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling