+52.7%
MCHP vs TE
-52.9%
+105.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -6.0% | -5.9% | -0.1% | -5.6% |
| 3M | -19.7% | -45.6% | +25.9% | -14.1% |
| 6M | +14.0% | -43.4% | +57.4% | +18.7% |
| YTD | +18.4% | -31.0% | +49.4% | +17.9% |
| 1Y | +17.1% | +145.2% | -128.1% | -6.6% |
| 3Y | +0.7% | -24.1% | +24.8% | -12.4% |
| 5Y | +5.1% | -48.1% | +53.2% | -7.4% |
| All | +52.7% | -52.9% | +105.6% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling