+1,188.5%
WDC vs MCHP
+207.0%
+981.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.6% | -5.4% |
| 7D | -4.3% | 0.0% | -4.3% | -4.5% |
| 30D | -1.5% | -6.0% | +4.5% | +2.4% |
| 3M | -15.5% | -19.7% | +4.2% | -2.2% |
| 6M | +66.5% | +14.0% | +52.4% | +54.2% |
| YTD | +159.9% | +18.4% | +141.4% | +136.4% |
| 1Y | +366.0% | +17.1% | +348.8% | +318.1% |
| 3Y | +1,285.8% | +0.7% | +1,285.1% | +1,136.7% |
| 5Y | +925.6% | +5.1% | +920.5% | +744.8% |
| All | +1,188.5% | +207.0% | +981.5% | +393.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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