-2.8%
MCHP vs WWD
+164.0%
-166.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.1% |
| 7D | -2.1% | -2.9% | +0.8% | -0.5% |
| 30D | -11.1% | -6.6% | -4.5% | -7.8% |
| 3M | -18.1% | -9.3% | -8.8% | -14.2% |
| 6M | +10.8% | -13.6% | +24.4% | +18.4% |
| YTD | +14.2% | +10.4% | +3.9% | +4.0% |
| 1Y | +13.5% | +39.9% | -26.4% | -13.6% |
| All | -2.8% | +164.0% | -166.9% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling