+1,270.0%
MCHP vs TNA
+944.8%
+325.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.9% |
| 7D | +0.3% | -3.6% | +3.9% | +1.6% |
| 30D | -9.8% | -10.1% | +0.3% | -6.5% |
| 3M | -19.7% | +2.7% | -22.4% | -20.1% |
| 6M | +13.6% | +38.4% | -24.8% | +1.6% |
| YTD | +16.5% | +45.4% | -28.9% | +1.6% |
| 1Y | +15.7% | +55.9% | -40.3% | -2.1% |
| 3Y | 0.0% | +109.8% | -109.9% | -28.2% |
| 5Y | +4.4% | -22.5% | +26.9% | -5.5% |
| 10Y | +201.4% | +87.5% | +113.9% | +72.6% |
| All | +1,270.0% | +944.8% | +325.2% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling