+1.4%
MCHP vs TAP
-2.6%
+4.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -2.1% | -5.3% | +3.2% | -0.8% |
| 30D | -11.1% | -7.4% | -3.8% | -9.6% |
| 3M | -18.1% | -4.9% | -13.2% | -17.5% |
| 6M | +10.8% | -14.2% | +25.0% | +14.7% |
| YTD | +14.2% | -14.8% | +29.1% | +18.1% |
| 1Y | +13.5% | -18.1% | +31.6% | +18.5% |
| 3Y | -2.0% | -32.7% | +30.7% | +8.4% |
| 5Y | +1.4% | -0.5% | +1.9% | -6.4% |
| All | +1.4% | -2.6% | +4.0% | -6.4% |
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