+192.2%
MCHP vs WM
+305.2%
-113.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +2.8% | -0.9% | +3.7% | +3.2% |
| 30D | -12.8% | -4.3% | -8.5% | -11.0% |
| 3M | -19.2% | +0.8% | -20.0% | -20.9% |
| 6M | +14.5% | -10.8% | +25.3% | +19.4% |
| YTD | +17.1% | -0.1% | +17.2% | +14.3% |
| 1Y | +15.3% | +1.0% | +14.3% | +11.2% |
| 3Y | +0.5% | +45.1% | -44.6% | -26.1% |
| 5Y | +6.1% | +52.1% | -46.0% | -26.0% |
| 10Y | +192.2% | +302.9% | -110.7% | +8.9% |
| All | +192.2% | +305.2% | -113.0% | +8.9% |
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 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