+29.9%
MCHP vs WTW
+8.6%
+21.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.0% | -6.2% | -2.5% |
| 7D | -5.4% | +4.9% | -10.3% | -4.2% |
| 30D | -7.5% | +17.1% | -24.6% | -3.9% |
| 3M | -6.0% | -0.3% | -5.7% | -5.9% |
| 6M | -20.1% | +30.7% | -50.7% | -13.2% |
| YTD | +20.2% | +3.7% | +16.5% | +34.8% |
| 1Y | +29.9% | +5.9% | +24.1% | +44.9% |
| All | +29.9% | +8.6% | +21.3% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling