+0.7%
MCHP vs TDY
+46.9%
-46.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +2.6% |
| 7D | 0.0% | -1.1% | +1.2% | +1.0% |
| 30D | -6.0% | -12.0% | +6.0% | +5.2% |
| 3M | -19.7% | -3.2% | -16.5% | -17.1% |
| 6M | +14.0% | -7.9% | +21.9% | +22.6% |
| YTD | +18.4% | +18.2% | +0.2% | +0.8% |
| 1Y | +17.1% | +6.7% | +10.5% | +9.4% |
| 3Y | +0.7% | +47.5% | -46.8% | -30.3% |
| All | +0.7% | +46.9% | -46.2% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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