+1,380.4%
MCHP vs TDY
+7,056.0%
-5,675.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.4% | +3.2% |
| 7D | 0.0% | -1.1% | +1.2% | +0.5% |
| 30D | -6.0% | -12.0% | +6.0% | -1.1% |
| 3M | -19.7% | -3.2% | -16.5% | -18.5% |
| 6M | +14.0% | -7.9% | +21.9% | +18.3% |
| YTD | +18.4% | +18.2% | +0.2% | +11.1% |
| 1Y | +17.1% | +6.7% | +10.5% | +14.5% |
| 3Y | +0.7% | +47.5% | -46.8% | -12.4% |
| 5Y | +5.1% | +39.5% | -34.4% | -5.8% |
| 10Y | +206.3% | +477.2% | -270.9% | +70.1% |
| All | +1,380.4% | +7,056.0% | -5,675.6% | +320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling