+134.5%
MCHP vs PWR
+1,844.4%
-1,709.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.2% |
| 7D | +5.7% | +11.3% | -5.6% | -0.8% |
| 30D | -13.4% | -8.9% | -4.6% | -9.7% |
| 3M | -20.1% | -10.5% | -9.6% | -16.1% |
| 6M | -35.5% | -22.2% | -13.3% | -26.6% |
| YTD | -1.6% | +42.7% | -44.3% | -23.4% |
| 1Y | +15.5% | +41.1% | -25.6% | -9.7% |
| 3Y | -13.2% | +242.7% | -255.9% | -62.8% |
| 5Y | -17.5% | +418.5% | -436.0% | -73.8% |
| All | +134.5% | +1,844.4% | -1,709.9% | -69.6% |
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