+4.2%
MCHP vs TLN
+574.4%
-570.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | 0.0% | -1.3% | +1.4% | +0.4% |
| 30D | -6.0% | -14.3% | +8.3% | -2.3% |
| 3M | -19.7% | -9.3% | -10.4% | -17.6% |
| 6M | +14.0% | -1.1% | +15.1% | +14.3% |
| YTD | +18.4% | -16.6% | +35.0% | +22.2% |
| 1Y | +17.1% | -22.0% | +39.1% | +22.4% |
| 3Y | +0.7% | +470.2% | -469.5% | -39.1% |
| All | +4.2% | +574.4% | -570.2% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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