+15.5%
MCHP vs SW
+24.2%
-8.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.3% |
| 7D | +5.7% | -2.9% | +8.6% | +7.1% |
| 30D | -13.4% | +5.0% | -18.5% | -15.3% |
| 3M | -20.1% | -13.7% | -6.5% | -15.1% |
| 6M | -35.5% | +8.0% | -43.5% | -38.5% |
| YTD | -1.6% | +14.0% | -15.5% | -10.3% |
| 1Y | +15.5% | +25.6% | -10.1% | -2.1% |
| All | +15.5% | +24.2% | -8.7% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling