+199.5%
MCHP vs TFC
+98.7%
+100.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | 0.0% | -2.4% | +2.5% | +1.4% |
| 30D | -6.0% | -3.4% | -2.7% | -4.3% |
| 3M | -19.7% | +0.4% | -20.1% | -20.5% |
| 6M | +14.0% | +12.7% | +1.4% | +5.9% |
| YTD | +18.4% | +5.6% | +12.8% | +13.7% |
| 1Y | +17.1% | +16.0% | +1.1% | +6.6% |
| 3Y | +0.7% | +94.0% | -93.3% | -30.3% |
| 5Y | +5.1% | +16.2% | -11.1% | -7.1% |
| All | +199.5% | +98.7% | +100.7% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling