+131.0%
MCHP vs WM
+337.2%
-206.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.3% |
| 7D | -19.2% | -0.5% | -18.7% | -19.1% |
| 30D | -18.6% | +13.3% | -31.9% | -23.6% |
| 3M | -26.9% | +4.4% | -31.3% | -28.8% |
| 6M | -37.2% | +10.8% | -48.1% | -41.8% |
| YTD | -1.8% | +9.1% | -10.9% | -8.6% |
| 1Y | +12.1% | +19.1% | -7.0% | -1.1% |
| 3Y | -10.0% | +45.7% | -55.7% | -32.7% |
| 5Y | -17.3% | +60.4% | -77.7% | -43.4% |
| 10Y | +131.0% | +328.7% | -197.7% | -15.6% |
| All | +131.0% | +337.2% | -206.2% | -15.6% |
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