+18.1%
MCHP vs TEM
-15.5%
+33.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +1.7% | +0.9% | +0.8% | +1.5% |
| 30D | -4.1% | +38.4% | -42.5% | -10.8% |
| 3M | -22.5% | +23.7% | -46.2% | -26.8% |
| 6M | +7.3% | +26.0% | -18.7% | -0.7% |
| YTD | +18.4% | +9.4% | +8.9% | +12.2% |
| 1Y | +18.1% | -17.3% | +35.4% | +21.5% |
| All | +18.1% | -15.5% | +33.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling