+4.4%
MCHP vs WING
-33.6%
+38.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | +0.3% | -2.3% | +2.6% | +0.8% |
| 30D | -9.8% | -5.6% | -4.1% | -9.0% |
| 3M | -19.7% | -22.9% | +3.2% | -15.7% |
| 6M | +13.6% | -50.4% | +64.0% | +31.3% |
| YTD | +16.5% | -53.3% | +69.9% | +34.7% |
| 1Y | +15.7% | -61.2% | +76.9% | +39.4% |
| 3Y | 0.0% | -30.1% | +30.0% | -7.1% |
| 5Y | +4.4% | -35.0% | +39.4% | -7.6% |
| All | +4.4% | -33.6% | +38.0% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling