+42,373.9%
MCHP vs WM
+2,682.8%
+39,691.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.7% | +1.8% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -4.1% | -2.4% | -1.7% | -3.5% |
| 3M | -22.5% | +0.4% | -22.9% | -23.4% |
| 6M | +7.3% | -9.5% | +16.8% | +9.5% |
| YTD | +18.4% | +0.5% | +17.9% | +16.7% |
| 1Y | +18.1% | -1.1% | +19.2% | +16.7% |
| 3Y | -2.8% | +46.0% | -48.8% | -16.6% |
| 5Y | +5.5% | +51.8% | -46.3% | -10.9% |
| 10Y | +185.8% | +307.5% | -121.7% | +79.7% |
| All | +42,373.9% | +2,682.8% | +39,691.1% | +18,021.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling