+33,314.4%
MCHP vs WM
+2,915.5%
+30,398.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -2.1% | -7.9% | -9.4% |
| 7D | -24.6% | +1.2% | -25.8% | -24.9% |
| 30D | -25.2% | +13.1% | -38.3% | -28.3% |
| 3M | -21.1% | +3.6% | -24.7% | -22.3% |
| 6M | -42.7% | +8.1% | -50.8% | -44.8% |
| YTD | -6.9% | +8.9% | -15.8% | -10.8% |
| 1Y | +0.9% | +20.3% | -19.4% | -6.6% |
| 3Y | -16.2% | +46.2% | -62.4% | -28.1% |
| 5Y | -24.1% | +59.9% | -84.0% | -37.1% |
| 10Y | +134.1% | +345.6% | -211.5% | +42.6% |
| All | +33,314.4% | +2,915.5% | +30,398.9% | +13,751.7% |
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