+197.9%
MCHP vs HWM
+1,311.7%
-1,113.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.3% |
| 7D | 0.0% | -11.4% | +11.5% | +5.2% |
| 30D | -6.0% | -18.5% | +12.4% | +2.1% |
| 3M | -19.7% | -13.2% | -6.5% | -15.3% |
| 6M | +14.0% | -8.7% | +22.7% | +17.2% |
| YTD | +18.4% | +12.2% | +6.3% | +10.5% |
| 1Y | +17.1% | +24.9% | -7.8% | +3.8% |
| 3Y | +0.7% | +383.9% | -383.2% | -51.9% |
| 5Y | +5.1% | +646.1% | -641.1% | -58.1% |
| All | +197.9% | +1,311.7% | -1,113.9% | -9.6% |
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