-2.8%
MCHP vs WFC
+132.5%
-135.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.8% |
| 7D | -2.1% | +0.3% | -2.4% | -2.3% |
| 30D | -11.1% | +2.3% | -13.4% | -12.4% |
| 3M | -18.1% | +9.8% | -27.8% | -22.9% |
| 6M | +10.8% | +15.6% | -4.8% | +0.6% |
| YTD | +14.2% | -2.4% | +16.7% | +14.3% |
| 1Y | +13.5% | +13.8% | -0.4% | +2.3% |
| All | -2.8% | +132.5% | -135.3% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling