+721.5%
MCHP vs WU
-21.6%
+743.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.1% |
| 7D | +2.8% | -0.8% | +3.6% | +3.1% |
| 30D | -12.8% | -1.1% | -11.7% | -12.6% |
| 3M | -19.2% | -1.8% | -17.4% | -20.5% |
| 6M | +14.5% | -23.9% | +38.5% | +26.4% |
| YTD | +17.1% | -20.4% | +37.5% | +26.1% |
| 1Y | +15.3% | -10.6% | +25.9% | +16.5% |
| 3Y | +0.5% | -27.7% | +28.2% | +11.1% |
| 5Y | +6.1% | -51.1% | +57.2% | +37.3% |
| 10Y | +192.2% | -40.7% | +233.0% | +243.6% |
| All | +721.5% | -21.6% | +743.1% | +690.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling