+201.4%
MCHP vs TPR
+299.5%
-98.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.9% |
| 7D | +0.3% | -7.3% | +7.7% | +3.5% |
| 30D | -9.8% | -30.7% | +21.0% | +4.2% |
| 3M | -19.7% | -21.6% | +1.9% | -12.3% |
| 6M | +13.6% | -21.3% | +34.9% | +22.8% |
| YTD | +16.5% | -10.2% | +26.7% | +18.4% |
| 1Y | +15.7% | +9.5% | +6.2% | +7.3% |
| 3Y | 0.0% | +280.8% | -280.8% | -46.8% |
| 5Y | +4.4% | +218.7% | -214.3% | -41.9% |
| 10Y | +201.4% | +306.7% | -105.3% | +28.5% |
| All | +201.4% | +299.5% | -98.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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