+1.4%
MCHP vs WWD
+187.1%
-185.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.1% |
| 7D | -2.1% | -2.9% | +0.8% | -0.4% |
| 30D | -11.1% | -6.6% | -4.5% | -7.6% |
| 3M | -18.1% | -9.3% | -8.8% | -14.1% |
| 6M | +10.8% | -13.6% | +24.4% | +18.8% |
| YTD | +14.2% | +10.4% | +3.9% | +4.3% |
| 1Y | +13.5% | +39.9% | -26.4% | -12.5% |
| 3Y | -2.0% | +165.0% | -167.0% | -50.5% |
| 5Y | +1.4% | +183.8% | -182.4% | -53.3% |
| All | +1.4% | +187.1% | -185.7% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling