+358.7%
MCHP vs KWEB
+20.3%
+338.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -2.1% | -4.3% | +2.2% | -0.3% |
| 30D | -11.1% | -13.0% | +1.9% | -5.8% |
| 3M | -18.1% | -7.6% | -10.5% | -15.6% |
| 6M | +10.8% | -21.1% | +31.9% | +21.7% |
| YTD | +14.2% | -28.2% | +42.5% | +30.2% |
| 1Y | +13.5% | -34.9% | +48.3% | +34.9% |
| 3Y | -2.0% | -0.8% | -1.2% | -5.1% |
| 5Y | +1.4% | -43.6% | +44.9% | +15.6% |
| 10Y | +195.5% | -21.7% | +217.2% | +181.2% |
| All | +358.7% | +20.3% | +338.4% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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