+1.4%
MCHP vs WEC
+30.3%
-28.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -2.1% | -1.3% | -0.8% | -1.9% |
| 30D | -11.1% | -0.4% | -10.7% | -11.1% |
| 3M | -18.1% | -6.8% | -11.3% | -17.5% |
| 6M | +10.8% | -6.4% | +17.2% | +11.4% |
| YTD | +14.2% | +2.5% | +11.8% | +13.0% |
| 1Y | +13.5% | -0.4% | +13.9% | +12.5% |
| 3Y | -2.0% | +38.5% | -40.5% | -11.1% |
| 5Y | +1.4% | +31.7% | -30.3% | -10.0% |
| All | +1.4% | +30.3% | -28.9% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling