+18.1%
MCHP vs WING
-65.5%
+83.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +1.7% | -3.9% | +5.6% | +1.9% |
| 30D | -4.1% | -11.6% | +7.5% | -3.4% |
| 3M | -22.5% | -24.2% | +1.7% | -21.2% |
| 6M | +7.3% | -54.1% | +61.3% | +13.3% |
| YTD | +18.4% | -53.9% | +72.3% | +23.8% |
| 1Y | +18.1% | -64.4% | +82.5% | +27.1% |
| All | +18.1% | -65.5% | +83.7% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling