+0.7%
MCHP vs TD
+127.3%
-126.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.1% |
| 7D | 0.0% | -0.5% | +0.6% | +0.5% |
| 30D | -6.0% | -1.9% | -4.1% | -4.6% |
| 3M | -19.7% | +4.8% | -24.4% | -22.7% |
| 6M | +14.0% | +28.0% | -14.0% | -6.0% |
| YTD | +18.4% | +30.3% | -11.9% | -4.3% |
| 1Y | +17.1% | +59.8% | -42.7% | -20.1% |
| 3Y | +0.7% | +124.7% | -124.0% | -48.3% |
| All | +0.7% | +127.3% | -126.6% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 3y: compounded portfolio wealth divided by compounded TD 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…
3y analysis · Full analysis span regression · 6 months rolling