+18.1%
MCHP vs TMO
+27.8%
-9.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | -4.1% | +6.2% | -10.3% | -4.1% |
| 3M | -22.5% | +27.5% | -50.0% | -23.3% |
| 6M | +7.3% | +20.0% | -12.7% | +6.0% |
| YTD | +18.4% | +6.1% | +12.2% | +21.1% |
| 1Y | +18.1% | +25.8% | -7.7% | +18.7% |
| All | +18.1% | +27.8% | -9.7% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling