+311.2%
MCHP vs W
+176.2%
+135.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.9% |
| 7D | +1.7% | -4.2% | +5.9% | +2.6% |
| 30D | -4.1% | -7.6% | +3.5% | -2.5% |
| 3M | -22.5% | +37.2% | -59.7% | -28.3% |
| 6M | +7.3% | +26.3% | -19.0% | +0.1% |
| YTD | +18.4% | -1.0% | +19.4% | +15.1% |
| 1Y | +18.1% | +20.1% | -2.0% | +8.4% |
| 3Y | -2.8% | +37.8% | -40.6% | -19.4% |
| 5Y | +5.5% | -63.7% | +69.1% | -2.3% |
| 10Y | +185.8% | +156.3% | +29.5% | +71.6% |
| All | +311.2% | +176.2% | +135.0% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling