-16.8%
MCHP vs TEM
+46.9%
-63.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -1.2% |
| 7D | -2.1% | -9.2% | +7.1% | -0.4% |
| 30D | -11.1% | +5.5% | -16.6% | -12.8% |
| 3M | -18.1% | +18.7% | -36.8% | -21.6% |
| 6M | +10.8% | +15.4% | -4.6% | +5.3% |
| YTD | +14.2% | -0.5% | +14.8% | +10.9% |
| 1Y | +13.5% | -24.8% | +38.3% | +15.0% |
| All | -16.8% | +46.9% | -63.6% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling