-19.4%
MCHP vs TER
+73.9%
-93.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -22.6% | -8.9% | -13.7% | -18.8% |
| 30D | -20.1% | -39.1% | +18.9% | +3.2% |
| 3M | -25.4% | -32.8% | +7.3% | -10.4% |
| 6M | -38.4% | -31.7% | -6.7% | -29.2% |
| YTD | -3.7% | +26.9% | -30.6% | -30.9% |
| 1Y | +11.7% | +33.6% | -21.8% | -22.8% |
| 3Y | -16.1% | +181.5% | -197.6% | -70.1% |
| All | -19.4% | +73.9% | -93.3% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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