+41,921.4%
MCHP vs WFC
+3,376.7%
+38,544.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.3% |
| 7D | +2.8% | +1.1% | +1.7% | +2.4% |
| 30D | -12.8% | +0.8% | -13.6% | -13.2% |
| 3M | -19.2% | +9.3% | -28.5% | -21.9% |
| 6M | +14.5% | +10.6% | +3.9% | +10.1% |
| YTD | +17.1% | -4.1% | +21.2% | +18.0% |
| 1Y | +15.3% | +13.6% | +1.7% | +9.4% |
| 3Y | +0.5% | +130.7% | -130.3% | -25.4% |
| 5Y | +6.1% | +126.7% | -120.6% | -21.1% |
| 10Y | +192.2% | +132.1% | +60.1% | +108.4% |
| All | +41,921.4% | +3,376.7% | +38,544.7% | +12,281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling