+3,686.2%
MCHP vs TD
+7,806.2%
-4,120.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.5% |
| 7D | +2.8% | +0.9% | +1.9% | +2.2% |
| 30D | -12.8% | -0.7% | -12.2% | -12.5% |
| 3M | -19.2% | +6.3% | -25.5% | -22.0% |
| 6M | +14.5% | +27.9% | -13.4% | -0.4% |
| YTD | +17.1% | +29.8% | -12.7% | +0.7% |
| 1Y | +15.3% | +63.7% | -48.3% | -13.3% |
| 3Y | +0.5% | +128.3% | -127.9% | -37.6% |
| 5Y | +6.1% | +125.5% | -119.4% | -33.3% |
| 10Y | +192.2% | +296.7% | -104.5% | +38.3% |
| All | +3,686.2% | +7,806.2% | -4,120.0% | +349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling