+764.1%
MCHP vs WPM
+5,972.6%
-5,208.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +2.8% | +7.0% | -4.3% | +1.7% |
| 30D | -12.8% | +15.7% | -28.6% | -14.8% |
| 3M | -19.2% | +35.2% | -54.4% | -22.8% |
| 6M | +14.5% | +6.1% | +8.5% | +13.0% |
| YTD | +17.1% | +32.6% | -15.4% | +11.7% |
| 1Y | +15.3% | +46.9% | -31.6% | +8.0% |
| 3Y | +0.5% | +276.3% | -275.8% | -18.2% |
| 5Y | +6.1% | +260.0% | -253.9% | -14.0% |
| 10Y | +192.2% | +508.5% | -316.3% | +115.1% |
| All | +764.1% | +5,972.6% | -5,208.5% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling