+199.5%
MCHP vs WWD
+498.2%
-298.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +2.9% |
| 7D | 0.0% | -2.6% | +2.6% | +1.5% |
| 30D | -6.0% | -6.9% | +0.9% | -2.3% |
| 3M | -19.7% | -13.0% | -6.6% | -13.9% |
| 6M | +14.0% | -12.5% | +26.5% | +21.2% |
| YTD | +18.4% | +11.8% | +6.6% | +8.6% |
| 1Y | +17.1% | +41.1% | -23.9% | -7.0% |
| 3Y | +0.7% | +163.1% | -162.3% | -44.1% |
| 5Y | +5.1% | +187.6% | -182.5% | -45.7% |
| All | +199.5% | +498.2% | -298.8% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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