-0.4%
MCHP vs W
+37.8%
-38.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +2.8% | +6.5% | -3.7% | +0.9% |
| 30D | -12.8% | -6.2% | -6.6% | -11.4% |
| 3M | -19.2% | +48.9% | -68.1% | -29.3% |
| 6M | +14.5% | +31.2% | -16.6% | +2.7% |
| YTD | +17.1% | -0.4% | +17.6% | +12.4% |
| 1Y | +15.3% | +14.8% | +0.5% | +2.8% |
| All | -0.4% | +37.8% | -38.2% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling