-17.3%
MCHP vs WFC
+90.3%
-107.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | +5.7% | +2.5% | +3.2% | +4.2% |
| 30D | -13.4% | +7.0% | -20.4% | -16.7% |
| 3M | -20.1% | -1.8% | -18.4% | -19.4% |
| 6M | -35.5% | +18.4% | -53.9% | -42.1% |
| YTD | -1.6% | -5.6% | +4.0% | +0.3% |
| 1Y | +15.5% | +3.9% | +11.6% | +11.0% |
| 3Y | -13.2% | +126.3% | -139.5% | -48.7% |
| All | -17.3% | +90.3% | -107.6% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling