+2.4%
MCHP vs TOST
-48.0%
+50.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | +1.7% | -3.4% | +5.1% | +2.7% |
| 30D | -4.1% | -2.4% | -1.6% | -3.7% |
| 3M | -22.5% | +34.6% | -57.1% | -29.3% |
| 6M | +7.3% | +15.2% | -7.9% | +1.0% |
| YTD | +18.4% | -4.4% | +22.8% | +16.7% |
| 1Y | +18.1% | -17.4% | +35.5% | +21.2% |
| 3Y | -2.8% | +54.5% | -57.2% | -18.4% |
| All | +2.4% | -48.0% | +50.4% | -13.3% |
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