+17.1%
MCHP vs WEC
-0.3%
+17.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | 0.0% | -0.6% | +0.6% | -0.2% |
| 30D | -6.0% | -2.6% | -3.4% | -7.0% |
| 3M | -19.7% | -6.0% | -13.6% | -21.9% |
| 6M | +14.0% | -5.4% | +19.5% | +11.1% |
| YTD | +18.4% | +2.5% | +16.0% | +22.4% |
| 1Y | +17.1% | -0.7% | +17.8% | +19.8% |
| All | +17.1% | -0.3% | +17.4% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling