-2.8%
MCHP vs WING
-29.7%
+26.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | -11.1% | -0.5% | -10.7% | -11.4% |
| 3M | -18.1% | -23.9% | +5.8% | -14.9% |
| 6M | +10.8% | -48.9% | +59.7% | +23.0% |
| YTD | +14.2% | -53.3% | +67.6% | +27.5% |
| 1Y | +13.5% | -60.3% | +73.8% | +30.4% |
| All | -2.8% | -29.7% | +26.9% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling