-2.8%
MCHP vs WU
-29.2%
+26.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -2.1% | -5.0% | +2.9% | -0.2% |
| 30D | -11.1% | -2.3% | -8.9% | -10.6% |
| 3M | -18.1% | -3.2% | -14.9% | -19.6% |
| 6M | +10.8% | -25.0% | +35.8% | +22.9% |
| YTD | +14.2% | -21.7% | +35.9% | +23.2% |
| 1Y | +13.5% | -9.0% | +22.4% | +11.2% |
| All | -2.8% | -29.2% | +26.3% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling