+199.5%
MCHP vs TKO
+989.7%
-790.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | 0.0% | +2.3% | -2.3% | -0.7% |
| 30D | -6.0% | -2.5% | -3.6% | -5.6% |
| 3M | -19.7% | -10.6% | -9.1% | -17.6% |
| 6M | +14.0% | -5.1% | +19.1% | +14.3% |
| YTD | +18.4% | -8.2% | +26.6% | +19.5% |
| 1Y | +17.1% | -4.4% | +21.5% | +16.3% |
| 3Y | +0.7% | +100.4% | -99.7% | -22.9% |
| 5Y | +5.1% | +294.3% | -289.2% | -37.5% |
| All | +199.5% | +989.7% | -790.2% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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