+3.0%
MCHP vs WYNN
-11.0%
+14.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | 0.0% | -4.2% | +4.2% | +1.9% |
| 30D | -6.0% | -14.6% | +8.6% | +0.7% |
| 3M | -19.7% | -18.4% | -1.3% | -12.5% |
| 6M | +14.0% | -11.9% | +25.9% | +19.4% |
| YTD | +18.4% | -26.6% | +45.0% | +33.9% |
| 1Y | +17.1% | -28.5% | +45.6% | +32.3% |
| 3Y | +0.7% | -5.1% | +5.8% | -4.1% |
| All | +3.0% | -11.0% | +14.0% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling