+188.9%
MCHP vs W
+155.6%
+33.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.3% |
| 7D | -2.1% | +0.5% | -2.6% | -2.2% |
| 30D | -11.1% | -5.6% | -5.5% | -10.0% |
| 3M | -18.1% | +41.9% | -60.0% | -25.5% |
| 6M | +10.8% | +30.2% | -19.4% | +1.7% |
| YTD | +14.2% | -2.9% | +17.2% | +11.1% |
| 1Y | +13.5% | +11.6% | +1.9% | +4.9% |
| 3Y | -2.0% | +37.0% | -39.0% | -20.6% |
| 5Y | +1.4% | -62.8% | +64.2% | -6.1% |
| All | +188.9% | +155.6% | +33.2% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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