+29.9%
MCHP vs WFC
+2.7%
+27.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -4.1% |
| 7D | -5.4% | +4.5% | -9.9% | -7.0% |
| 30D | -7.5% | +7.4% | -14.9% | -10.2% |
| 3M | -6.0% | -0.5% | -5.5% | -5.8% |
| 6M | -20.1% | +11.7% | -31.8% | -24.2% |
| YTD | +20.2% | -4.6% | +24.9% | +20.5% |
| 1Y | +29.9% | +2.5% | +27.4% | +12.6% |
| All | +29.9% | +2.7% | +27.3% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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