+199.5%
MCHP vs TMO
+338.2%
-138.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.0% |
| 7D | 0.0% | -0.6% | +0.7% | +0.5% |
| 30D | -6.0% | +1.1% | -7.2% | -6.9% |
| 3M | -19.7% | +28.3% | -48.0% | -32.5% |
| 6M | +14.0% | +23.3% | -9.2% | -3.4% |
| YTD | +18.4% | +5.5% | +13.0% | +11.2% |
| 1Y | +17.1% | +24.5% | -7.4% | -3.0% |
| 3Y | +0.7% | +19.6% | -18.9% | -15.4% |
| 5Y | +5.1% | +8.1% | -3.0% | -7.2% |
| All | +199.5% | +338.2% | -138.8% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling