-17.3%
MCHP vs SW
-2.3%
-14.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.3% |
| 7D | -19.2% | +1.8% | -21.0% | -19.6% |
| 30D | -18.6% | +7.0% | -25.6% | -20.1% |
| 3M | -26.9% | -7.6% | -19.3% | -25.6% |
| 6M | -37.2% | +8.5% | -45.8% | -38.9% |
| YTD | -1.8% | +17.7% | -19.5% | -6.7% |
| 1Y | +12.1% | +27.1% | -14.9% | +4.6% |
| 3Y | -10.0% | +48.2% | -58.2% | -16.6% |
| 5Y | -17.3% | -2.3% | -14.9% | -21.4% |
| All | -17.3% | -2.3% | -14.9% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling