+9.5%
MCHP vs WYNN
-34.2%
+43.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -3.7% | -10.2% | -13.1% |
| 7D | -20.1% | +6.9% | -26.9% | -20.9% |
| 30D | -20.2% | +3.5% | -23.7% | -20.6% |
| 3M | -16.1% | -21.4% | +5.3% | -12.1% |
| 6M | -33.4% | -25.0% | -8.5% | -29.2% |
| YTD | +3.5% | -33.6% | +37.1% | +10.6% |
| 1Y | +9.5% | -36.0% | +45.5% | +17.4% |
| All | +9.5% | -34.2% | +43.7% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling