+3.0%
MCHP vs WCN
+24.9%
-21.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | 0.0% | -3.1% | +3.2% | +1.1% |
| 30D | -6.0% | -3.4% | -2.6% | -5.0% |
| 3M | -19.7% | +3.0% | -22.6% | -21.6% |
| 6M | +14.0% | -3.8% | +17.8% | +14.2% |
| YTD | +18.4% | -8.3% | +26.7% | +21.0% |
| 1Y | +17.1% | -9.7% | +26.9% | +20.2% |
| 3Y | +0.7% | +17.2% | -16.4% | -12.9% |
| All | +3.0% | +24.9% | -21.9% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling