+0.9%
MCHP vs SW
+26.7%
-25.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.9% | -9.1% | -9.6% |
| 7D | -24.6% | +2.3% | -26.9% | -25.2% |
| 30D | -25.2% | +6.8% | -32.0% | -27.3% |
| 3M | -21.1% | -5.2% | -15.9% | -19.5% |
| 6M | -42.7% | +7.4% | -50.1% | -45.2% |
| YTD | -6.9% | +17.4% | -24.3% | -16.3% |
| 1Y | +0.9% | +27.1% | -26.2% | -14.2% |
| All | +0.9% | +26.7% | -25.8% | -14.2% |
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