+916.1%
WDC vs MCHP
+3.6%
+912.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.6% | -5.1% |
| 7D | -4.3% | 0.0% | -4.3% | -4.4% |
| 30D | -1.5% | -6.0% | +4.5% | +2.1% |
| 3M | -15.5% | -19.7% | +4.2% | -3.4% |
| 6M | +66.5% | +14.0% | +52.4% | +57.1% |
| YTD | +159.9% | +18.4% | +141.4% | +141.9% |
| 1Y | +366.0% | +17.1% | +348.8% | +330.1% |
| 3Y | +1,285.8% | +0.7% | +1,285.1% | +1,189.6% |
| All | +916.1% | +3.6% | +912.5% | +755.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling