-17.3%
MCHP vs TAP
+0.6%
-18.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -1.3% |
| 7D | +5.7% | +1.3% | +4.4% | +5.4% |
| 30D | -13.4% | +5.7% | -19.2% | -14.6% |
| 3M | -20.1% | -1.9% | -18.2% | -20.0% |
| 6M | -35.5% | +0.9% | -36.5% | -36.2% |
| YTD | -1.6% | -9.5% | +8.0% | +0.1% |
| 1Y | +15.5% | -9.0% | +24.4% | +17.1% |
| 3Y | -13.2% | -22.2% | +9.1% | -8.7% |
| All | -17.3% | +0.6% | -18.0% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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