+4.4%
MCHP vs WAT
-4.9%
+9.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +0.3% | -1.8% | +2.1% | +1.3% |
| 30D | -9.8% | -1.7% | -8.1% | -9.0% |
| 3M | -19.7% | +9.1% | -28.8% | -23.3% |
| 6M | +13.6% | +32.4% | -18.9% | -3.7% |
| YTD | +16.5% | +6.6% | +10.0% | +10.5% |
| 1Y | +15.7% | +34.7% | -19.0% | -4.9% |
| 3Y | 0.0% | +53.6% | -53.6% | -26.0% |
| 5Y | +4.4% | -4.1% | +8.5% | -6.4% |
| All | +4.4% | -4.9% | +9.3% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling