+2.5%
MCHP vs TLN
+589.3%
-586.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +0.3% | +5.8% | -5.5% | -1.2% |
| 30D | -9.8% | -6.9% | -2.9% | -8.3% |
| 3M | -19.7% | -10.9% | -8.8% | -17.3% |
| 6M | +13.6% | -4.6% | +18.2% | +14.6% |
| YTD | +16.5% | -14.7% | +31.2% | +19.5% |
| 1Y | +15.7% | -17.9% | +33.6% | +19.3% |
| 3Y | 0.0% | +483.9% | -483.9% | -39.9% |
| All | +2.5% | +589.3% | -586.8% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling