+199.5%
MCHP vs WU
-39.1%
+238.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.4% |
| 7D | 0.0% | -3.5% | +3.5% | +1.9% |
| 30D | -6.0% | -2.9% | -3.1% | -4.9% |
| 3M | -19.7% | -2.3% | -17.4% | -21.2% |
| 6M | +14.0% | -25.4% | +39.4% | +29.2% |
| YTD | +18.4% | -21.2% | +39.6% | +29.5% |
| 1Y | +17.1% | -8.9% | +26.0% | +16.3% |
| 3Y | +0.7% | -29.0% | +29.7% | +13.7% |
| 5Y | +5.1% | -50.7% | +55.8% | +43.1% |
| All | +199.5% | -39.1% | +238.6% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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