+428.1%
WMT vs MCHP
+207.0%
+221.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.3% | +0.9% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -7.4% | -6.0% | -1.4% | -6.8% |
| 3M | -10.9% | -19.7% | +8.8% | -9.1% |
| 6M | -12.7% | +14.0% | -26.7% | -15.2% |
| YTD | -3.2% | +18.4% | -21.6% | -6.8% |
| 1Y | +5.3% | +17.1% | -11.8% | +1.2% |
| 3Y | +101.9% | +0.7% | +101.1% | +90.5% |
| 5Y | +134.6% | +5.1% | +129.5% | +114.5% |
| All | +428.1% | +207.0% | +221.0% | +289.5% |
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