+511.7%
MCHP vs TEL
+707.4%
-195.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.4% |
| 7D | +0.3% | +1.2% | -0.9% | -0.6% |
| 30D | -9.8% | -4.1% | -5.6% | -7.4% |
| 3M | -19.7% | -2.6% | -17.1% | -18.3% |
| 6M | +13.6% | 0.0% | +13.5% | +12.5% |
| YTD | +16.5% | -9.1% | +25.6% | +21.1% |
| 1Y | +15.7% | -0.8% | +16.5% | +13.0% |
| 3Y | 0.0% | +67.4% | -67.4% | -30.6% |
| 5Y | +4.4% | +51.8% | -47.3% | -21.0% |
| 10Y | +201.4% | +299.4% | -98.0% | +35.8% |
| All | +511.7% | +707.4% | -195.7% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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