+761.0%
MCHP vs TMF
-69.2%
+830.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -19.2% | +0.6% | -19.8% | -19.1% |
| 30D | -18.6% | +16.3% | -34.9% | -16.8% |
| 3M | -26.9% | -2.7% | -24.3% | -27.1% |
| 6M | -37.2% | -13.2% | -24.1% | -38.4% |
| YTD | -1.8% | -16.7% | +14.8% | -4.1% |
| 1Y | +12.1% | -22.7% | +34.9% | +8.5% |
| 3Y | -10.0% | -26.1% | +16.1% | -11.6% |
| 5Y | -17.3% | -88.4% | +71.1% | -40.5% |
| 10Y | +131.0% | -81.8% | +212.9% | +100.7% |
| All | +761.0% | -69.2% | +830.1% | +890.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling