+6.0%
MCHP vs SW
-2.3%
+8.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.1% |
| 7D | +1.7% | -5.1% | +6.8% | +3.1% |
| 30D | -4.1% | -4.6% | +0.5% | -2.9% |
| 3M | -22.5% | +9.4% | -31.9% | -24.6% |
| 6M | +7.3% | +3.5% | +3.8% | +5.6% |
| YTD | +18.4% | +22.0% | -3.7% | +11.7% |
| 1Y | +18.1% | +2.2% | +15.9% | +15.8% |
| 3Y | -2.8% | +19.6% | -22.4% | -7.9% |
| All | +6.0% | -2.3% | +8.4% | +0.9% |
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