-17.3%
MCHP vs TMF
-88.4%
+71.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -19.2% | +0.6% | -19.8% | -19.2% |
| 30D | -18.6% | +16.3% | -34.9% | -19.1% |
| 3M | -26.9% | -2.7% | -24.3% | -26.9% |
| 6M | -37.2% | -13.2% | -24.1% | -37.0% |
| YTD | -1.8% | -16.7% | +14.8% | -1.4% |
| 1Y | +12.1% | -22.7% | +34.9% | +12.9% |
| 3Y | -10.0% | -26.1% | +16.1% | -10.1% |
| 5Y | -17.3% | -88.4% | +71.1% | -26.4% |
| All | -17.3% | -88.4% | +71.1% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling