-12.6%
MCHP vs TLN
+599.9%
-612.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.6% |
| 7D | -4.3% | +22.3% | -26.6% | -9.4% |
| 30D | -16.3% | +1.2% | -17.5% | -16.8% |
| 3M | -21.4% | +5.9% | -27.3% | -23.2% |
| 6M | -35.8% | +3.2% | -39.0% | -36.8% |
| YTD | -0.9% | +3.2% | -4.1% | -3.9% |
| 1Y | +14.5% | +5.2% | +9.3% | +10.2% |
| All | -12.6% | +599.9% | -612.5% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling