+3,911.7%
MCHP vs WAB
+4,115.8%
-204.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.3% |
| 7D | +2.8% | +1.7% | +1.1% | +2.1% |
| 30D | -12.8% | -2.4% | -10.4% | -12.0% |
| 3M | -19.2% | +9.7% | -28.9% | -22.3% |
| 6M | +14.5% | +16.5% | -2.0% | +7.8% |
| YTD | +17.1% | +33.7% | -16.6% | +4.3% |
| 1Y | +15.3% | +49.7% | -34.4% | -1.8% |
| 3Y | +0.5% | +170.9% | -170.5% | -31.3% |
| 5Y | +6.1% | +228.0% | -222.0% | -31.7% |
| 10Y | +192.2% | +284.8% | -92.6% | +68.7% |
| All | +3,911.7% | +4,115.8% | -204.1% | +831.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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