-2.8%
MCHP vs WPM
+259.8%
-262.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.0% |
| 7D | -2.1% | -3.6% | +1.5% | -1.1% |
| 30D | -11.1% | +12.5% | -23.6% | -14.3% |
| 3M | -18.1% | +40.6% | -58.7% | -25.6% |
| 6M | +10.8% | +0.5% | +10.2% | +8.2% |
| YTD | +14.2% | +29.0% | -14.8% | +5.4% |
| 1Y | +13.5% | +43.8% | -30.3% | +1.7% |
| All | -2.8% | +259.8% | -262.6% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling