-0.6%
MCHP vs TE
-48.4%
+47.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.8% | -1.1% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | -11.1% | -16.3% | +5.2% | -9.4% |
| 3M | -18.1% | -40.8% | +22.7% | -13.3% |
| 6M | +10.8% | -42.6% | +53.4% | +15.1% |
| YTD | +14.2% | -31.4% | +45.7% | +13.9% |
| 1Y | +13.5% | +144.9% | -131.5% | -9.5% |
| 3Y | -2.0% | -26.0% | +24.0% | -12.8% |
| All | -0.6% | -48.4% | +47.8% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling