+1,502.0%
MCHP vs WTW
+1,101.3%
+400.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -2.1% | -7.8% | +5.7% | +1.0% |
| 30D | -11.1% | -7.9% | -3.2% | -8.4% |
| 3M | -18.1% | +19.9% | -38.0% | -24.7% |
| 6M | +10.8% | +9.8% | +1.0% | +4.4% |
| YTD | +14.2% | -3.3% | +17.6% | +12.6% |
| 1Y | +13.5% | -3.3% | +16.8% | +11.5% |
| 3Y | -2.0% | +61.5% | -63.5% | -24.6% |
| 5Y | +1.4% | +42.6% | -41.2% | -17.5% |
| 10Y | +195.5% | +197.1% | -1.6% | +83.2% |
| All | +1,502.0% | +1,101.3% | +400.8% | +643.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling