+242.0%
MCHP vs W
+210.9%
+31.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +5.7% | +0.2% | +5.5% | +5.7% |
| 30D | -13.4% | +6.8% | -20.2% | -14.6% |
| 3M | -20.1% | +10.7% | -30.8% | -22.1% |
| 6M | -35.5% | +86.3% | -121.9% | -44.3% |
| YTD | -1.6% | +11.5% | -13.0% | -6.8% |
| 1Y | +15.5% | +5.1% | +10.4% | +10.1% |
| 3Y | -13.2% | +171.0% | -184.2% | -36.6% |
| 5Y | -17.5% | -56.6% | +39.2% | -26.2% |
| 10Y | +136.0% | +213.4% | -77.5% | +37.3% |
| All | +242.0% | +210.9% | +31.1% | +94.5% |
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 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