+18.1%
MCHP vs WM
-0.9%
+19.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +0.8% |
| 7D | +1.7% | -0.3% | +2.0% | +1.6% |
| 30D | -4.1% | -2.4% | -1.7% | -5.1% |
| 3M | -22.5% | +0.4% | -22.9% | -22.8% |
| 6M | +7.3% | -9.5% | +16.8% | +6.4% |
| YTD | +18.4% | +0.5% | +17.9% | +18.5% |
| 1Y | +18.1% | -1.1% | +19.2% | +18.9% |
| All | +18.1% | -0.9% | +19.1% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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