+42,373.8%
MCHP vs TAP
+889.0%
+41,484.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +1.7% | -2.3% | +4.0% | +2.1% |
| 30D | -4.1% | -2.1% | -1.9% | -3.8% |
| 3M | -22.5% | +6.6% | -29.1% | -23.8% |
| 6M | +7.3% | -11.5% | +18.8% | +9.1% |
| YTD | +18.4% | -10.3% | +28.6% | +19.8% |
| 1Y | +18.1% | -14.4% | +32.5% | +20.3% |
| 3Y | -2.8% | -28.3% | +25.5% | +1.6% |
| 5Y | +5.5% | +1.7% | +3.8% | +3.1% |
| 10Y | +185.8% | -49.2% | +235.0% | +200.1% |
| All | +42,373.8% | +889.0% | +41,484.8% | +31,478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling