+50.2%
MCHP vs TE
-49.8%
+100.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.1% |
| 7D | +0.3% | +15.0% | -14.6% | -1.6% |
| 30D | -9.8% | -7.5% | -2.2% | -9.1% |
| 3M | -19.7% | -42.0% | +22.3% | -14.9% |
| 6M | +13.6% | -31.4% | +45.0% | +15.3% |
| YTD | +16.5% | -26.5% | +43.0% | +15.1% |
| 1Y | +15.7% | +153.1% | -137.4% | -8.1% |
| 3Y | 0.0% | -20.7% | +20.6% | -13.4% |
| 5Y | +4.4% | -45.4% | +49.9% | -8.6% |
| All | +50.2% | -49.8% | +100.0% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling