+199.5%
MCHP vs WTW
+198.0%
+1.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | 0.0% | -5.7% | +5.8% | +2.9% |
| 30D | -6.0% | -7.3% | +1.2% | -2.8% |
| 3M | -19.7% | +21.5% | -41.1% | -28.4% |
| 6M | +14.0% | +9.6% | +4.4% | +5.9% |
| YTD | +18.4% | -3.3% | +21.7% | +16.7% |
| 1Y | +17.1% | -6.1% | +23.2% | +17.0% |
| 3Y | +0.7% | +61.8% | -61.1% | -33.0% |
| 5Y | +5.1% | +42.7% | -37.6% | -24.4% |
| All | +199.5% | +198.0% | +1.4% | +46.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling