+625.8%
MCHP vs TDG
+12,853.5%
-12,227.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -2.1% | -2.7% | +0.6% | -0.8% |
| 30D | -11.1% | -9.3% | -1.8% | -7.0% |
| 3M | -18.1% | -7.1% | -11.0% | -15.8% |
| 6M | +10.8% | -11.2% | +21.9% | +15.8% |
| YTD | +14.2% | -15.3% | +29.5% | +21.7% |
| 1Y | +13.5% | -12.5% | +25.9% | +18.6% |
| 3Y | -2.0% | +51.2% | -53.2% | -21.5% |
| 5Y | +1.4% | +126.1% | -124.7% | -32.4% |
| 10Y | +195.5% | +536.2% | -340.7% | +20.0% |
| All | +625.8% | +12,853.5% | -12,227.7% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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