-19.4%
MCHP vs TOST
-46.9%
+27.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.4% | -8.6% | -9.6% |
| 7D | -24.6% | +9.4% | -34.0% | -26.4% |
| 30D | -25.2% | +13.5% | -38.7% | -27.9% |
| 3M | -21.1% | -0.1% | -20.9% | -21.5% |
| 6M | -42.7% | +22.5% | -65.1% | -46.9% |
| YTD | -6.9% | -2.4% | -4.5% | -9.0% |
| 1Y | +0.9% | -4.7% | +5.6% | -0.8% |
| 3Y | -16.2% | +103.2% | -119.4% | -34.6% |
| 5Y | -24.1% | -41.2% | +17.1% | -35.9% |
| All | -19.4% | -46.9% | +27.5% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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