+0.5%
MCHP vs TMF
-42.4%
+42.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.8% | +1.0% | +1.8% | +2.7% |
| 30D | -12.8% | -1.8% | -11.0% | -12.7% |
| 3M | -19.2% | -8.2% | -11.0% | -18.8% |
| 6M | +14.5% | -19.5% | +34.0% | +15.8% |
| YTD | +17.1% | -16.0% | +33.1% | +18.1% |
| 1Y | +15.3% | -22.5% | +37.8% | +16.7% |
| 3Y | +0.5% | -42.3% | +42.7% | -0.9% |
| All | +0.5% | -42.4% | +42.8% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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