+199.5%
MCHP vs PWR
+2,544.4%
-2,345.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.5% | +0.6% |
| 7D | 0.0% | +4.2% | -4.2% | -2.4% |
| 30D | -6.0% | -4.0% | -2.0% | -4.0% |
| 3M | -19.7% | -4.8% | -14.9% | -17.7% |
| 6M | +14.0% | +14.6% | -0.6% | +4.0% |
| YTD | +18.4% | +54.2% | -35.8% | -10.5% |
| 1Y | +17.1% | +67.1% | -50.0% | -16.2% |
| 3Y | +0.7% | +218.5% | -217.7% | -54.2% |
| 5Y | +5.1% | +466.3% | -461.2% | -67.7% |
| All | +199.5% | +2,544.4% | -2,345.0% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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