+199.5%
MCHP vs WFC
+145.8%
+53.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.1% |
| 7D | 0.0% | +0.4% | -0.3% | -0.2% |
| 30D | -6.0% | +1.5% | -7.6% | -6.9% |
| 3M | -19.7% | +10.2% | -29.9% | -24.3% |
| 6M | +14.0% | +18.8% | -4.8% | +2.8% |
| YTD | +18.4% | -1.5% | +20.0% | +17.8% |
| 1Y | +17.1% | +13.5% | +3.6% | +7.3% |
| 3Y | +0.7% | +135.0% | -134.2% | -39.0% |
| 5Y | +5.1% | +130.1% | -125.0% | -36.8% |
| All | +199.5% | +145.8% | +53.6% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling