+134.5%
MCHP vs TFC
+79.2%
+55.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -1.3% |
| 7D | +5.7% | +2.3% | +3.4% | +4.4% |
| 30D | -13.4% | +10.8% | -24.2% | -18.2% |
| 3M | -20.1% | -3.8% | -16.4% | -18.5% |
| 6M | -35.5% | +9.6% | -45.1% | -39.2% |
| YTD | -1.6% | +5.8% | -7.3% | -5.6% |
| 1Y | +15.5% | +16.2% | -0.7% | +5.2% |
| 3Y | -13.2% | +96.0% | -109.2% | -40.1% |
| 5Y | -17.5% | +1.7% | -19.2% | -21.5% |
| All | +134.5% | +79.2% | +55.3% | +71.9% |
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