+199.5%
MCHP vs WCN
+235.9%
-36.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | 0.0% | -3.1% | +3.2% | +1.8% |
| 30D | -6.0% | -3.4% | -2.6% | -4.3% |
| 3M | -19.7% | +3.0% | -22.6% | -22.4% |
| 6M | +14.0% | -3.8% | +17.8% | +14.1% |
| YTD | +18.4% | -8.3% | +26.7% | +21.6% |
| 1Y | +17.1% | -9.7% | +26.9% | +20.7% |
| 3Y | +0.7% | +17.2% | -16.4% | -16.1% |
| 5Y | +5.1% | +25.3% | -20.2% | -18.3% |
| All | +199.5% | +235.9% | -36.4% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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