+199.5%
MCHP vs WPM
+558.4%
-358.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +3.2% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | -6.0% | +14.4% | -20.5% | -9.0% |
| 3M | -19.7% | +37.0% | -56.7% | -25.2% |
| 6M | +14.0% | +4.1% | +9.9% | +11.8% |
| YTD | +18.4% | +31.7% | -13.3% | +10.4% |
| 1Y | +17.1% | +44.2% | -27.1% | +6.7% |
| 3Y | +0.7% | +265.5% | -264.8% | -25.0% |
| 5Y | +5.1% | +262.5% | -257.4% | -23.3% |
| All | +199.5% | +558.4% | -358.9% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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