+1.4%
MCHP vs WU
-51.6%
+53.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -2.1% | -5.0% | +2.9% | -0.1% |
| 30D | -11.1% | -2.3% | -8.9% | -10.5% |
| 3M | -18.1% | -3.2% | -14.9% | -19.2% |
| 6M | +10.8% | -25.0% | +35.8% | +22.7% |
| YTD | +14.2% | -21.7% | +35.9% | +23.4% |
| 1Y | +13.5% | -9.0% | +22.4% | +12.6% |
| 3Y | -2.0% | -28.9% | +26.9% | +8.2% |
| 5Y | +1.4% | -51.0% | +52.4% | +26.2% |
| All | +1.4% | -51.6% | +53.0% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling