+136.3%
MCHP vs WM
+324.5%
-188.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.4% |
| 7D | -17.5% | +0.8% | -18.3% | -17.8% |
| 30D | -15.8% | +13.8% | -29.7% | -21.2% |
| 3M | -22.9% | +6.4% | -29.2% | -25.5% |
| 6M | -36.6% | +13.2% | -49.8% | -41.8% |
| YTD | -0.8% | +10.8% | -11.6% | -8.4% |
| 1Y | +16.5% | +20.2% | -3.6% | +2.5% |
| 3Y | -13.6% | +46.5% | -60.1% | -35.5% |
| 5Y | -17.0% | +61.3% | -78.3% | -43.2% |
| All | +136.3% | +324.5% | -188.3% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling