+199.5%
MCHP vs TGT
+207.4%
-7.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | 0.0% | -5.2% | +5.3% | +2.3% |
| 30D | -6.0% | +1.2% | -7.2% | -6.8% |
| 3M | -19.7% | +18.4% | -38.1% | -26.0% |
| 6M | +14.0% | +33.4% | -19.4% | -0.7% |
| YTD | +18.4% | +63.8% | -45.4% | -6.5% |
| 1Y | +17.1% | +77.2% | -60.1% | -10.8% |
| 3Y | +0.7% | +41.8% | -41.1% | -19.4% |
| 5Y | +5.1% | -25.5% | +30.6% | +7.1% |
| All | +199.5% | +207.4% | -7.9% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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