+292.9%
MCHP vs WING
+405.9%
-113.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +1.7% | -3.9% | +5.6% | +2.7% |
| 30D | -4.1% | -11.6% | +7.5% | -1.5% |
| 3M | -22.5% | -24.2% | +1.7% | -17.7% |
| 6M | +7.3% | -54.1% | +61.3% | +28.7% |
| YTD | +18.4% | -53.9% | +72.3% | +39.4% |
| 1Y | +18.1% | -64.4% | +82.5% | +48.2% |
| 3Y | -2.8% | -30.2% | +27.4% | -6.9% |
| 5Y | +5.5% | -34.1% | +39.6% | -2.9% |
| 10Y | +185.8% | +342.1% | -156.3% | +59.9% |
| All | +292.9% | +405.9% | -113.0% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling