+134.5%
MCHP vs WING
+620.3%
-485.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.7% | -2.5% | +8.2% | +6.4% |
| 30D | -13.4% | +29.5% | -43.0% | -19.7% |
| 3M | -20.1% | +40.2% | -60.3% | -28.3% |
| 6M | -35.5% | +32.7% | -68.2% | -42.1% |
| YTD | -1.6% | -32.8% | +31.2% | +4.3% |
| 1Y | +15.5% | -31.7% | +47.2% | +21.1% |
| 3Y | -13.2% | -24.7% | +11.5% | -18.5% |
| 5Y | -17.5% | -0.5% | -17.0% | -33.6% |
| All | +134.5% | +620.3% | -485.7% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling