+3.0%
MCHP vs TNA
-23.3%
+26.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.2% |
| 7D | 0.0% | -7.3% | +7.3% | +3.4% |
| 30D | -6.0% | -14.2% | +8.1% | +0.5% |
| 3M | -19.7% | -4.6% | -15.1% | -17.6% |
| 6M | +14.0% | +36.9% | -22.9% | -0.9% |
| YTD | +18.4% | +42.5% | -24.1% | -0.2% |
| 1Y | +17.1% | +45.8% | -28.7% | -3.3% |
| 3Y | +0.7% | +104.7% | -103.9% | -35.9% |
| All | +3.0% | -23.3% | +26.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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