+1.4%
MCHP vs WFC
+124.5%
-123.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| YTD | +14.2% | -2.4% | +16.7% | +14.2% |
| 1Y | +13.5% | +13.8% | -0.4% | +2.9% |
| 3Y | -2.0% | +134.6% | -136.6% | -42.6% |
| 5Y | +1.4% | +127.9% | -126.5% | -38.7% |
| All | +1.4% | +124.5% | -123.1% | -38.7% |
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