+35,221.4%
MCHP vs WFC
+3,321.4%
+31,899.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | +5.7% | +2.5% | +3.2% | +4.8% |
| 30D | -13.4% | +7.0% | -20.4% | -15.4% |
| 3M | -20.1% | -1.8% | -18.4% | -19.7% |
| 6M | -35.5% | +18.4% | -53.9% | -39.4% |
| YTD | -1.6% | -5.6% | +4.0% | -0.2% |
| 1Y | +15.5% | +3.9% | +11.6% | +13.3% |
| 3Y | -13.2% | +126.3% | -139.5% | -35.0% |
| 5Y | -17.5% | +91.1% | -108.6% | -34.9% |
| 10Y | +136.0% | +118.5% | +17.4% | +71.8% |
| All | +35,221.4% | +3,321.4% | +31,899.9% | +10,368.4% |
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