-17.0%
MCHP vs PWR
+427.2%
-444.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +0.7% |
| 7D | -17.5% | +4.7% | -22.3% | -19.7% |
| 30D | -15.8% | -12.5% | -3.3% | -10.4% |
| 3M | -22.9% | -9.3% | -13.5% | -19.7% |
| 6M | -36.6% | -22.2% | -14.4% | -28.3% |
| YTD | -0.8% | +44.2% | -45.0% | -21.5% |
| 1Y | +16.5% | +35.5% | -19.0% | -4.7% |
| 3Y | -13.6% | +250.4% | -264.0% | -62.0% |
| 5Y | -17.0% | +425.6% | -442.6% | -73.5% |
| All | -17.0% | +427.2% | -444.2% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling