-12.5%
MCHP vs WMB
+121.3%
-133.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.2% |
| 7D | -17.5% | +1.6% | -19.1% | -17.8% |
| 30D | -15.8% | -7.1% | -8.8% | -13.7% |
| 3M | -22.9% | -4.0% | -18.9% | -21.9% |
| 6M | -36.6% | -5.7% | -30.8% | -35.8% |
| YTD | -0.8% | +17.2% | -18.0% | -8.1% |
| 1Y | +16.5% | +17.2% | -0.7% | +7.9% |
| All | -12.5% | +121.3% | -133.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 3y: compounded portfolio wealth divided by compounded WMB 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…
3y analysis · Full analysis span regression · 6 months rolling