+126.5%
MCHP vs SW
+182.7%
-56.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.9% | -9.1% | -9.8% |
| 7D | -24.6% | +2.3% | -26.9% | -24.9% |
| 30D | -25.2% | +6.8% | -32.0% | -26.2% |
| 3M | -21.1% | -5.2% | -15.9% | -20.3% |
| 6M | -42.7% | +7.4% | -50.1% | -43.7% |
| YTD | -6.9% | +17.4% | -24.3% | -10.2% |
| 1Y | +0.9% | +27.1% | -26.2% | -4.1% |
| 3Y | -16.2% | +47.9% | -64.1% | -21.3% |
| 5Y | -24.1% | -2.6% | -21.6% | -27.3% |
| All | +126.5% | +182.7% | -56.2% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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