+199.5%
MCHP vs WAT
+170.9%
+28.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.7% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -6.0% | -1.9% | -4.2% | -5.1% |
| 3M | -19.7% | +13.5% | -33.2% | -25.4% |
| 6M | +14.0% | +37.2% | -23.2% | -7.0% |
| YTD | +18.4% | +7.5% | +10.9% | +10.7% |
| 1Y | +17.1% | +35.0% | -17.9% | -5.7% |
| 3Y | +0.7% | +55.1% | -54.4% | -28.5% |
| 5Y | +5.1% | -2.8% | +7.9% | -1.9% |
| All | +199.5% | +170.9% | +28.5% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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