+137.7%
MCHP vs TPR
+378.8%
-241.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.7% |
| 7D | -17.5% | +6.4% | -23.9% | -20.1% |
| 30D | -15.8% | +13.8% | -29.6% | -20.9% |
| 3M | -22.9% | -16.6% | -6.2% | -18.3% |
| 6M | -36.6% | +0.7% | -37.2% | -38.3% |
| YTD | -0.8% | +5.3% | -6.2% | -6.6% |
| 1Y | +16.5% | +32.4% | -15.8% | -0.6% |
| 3Y | -13.6% | +406.4% | -420.0% | -59.5% |
| 5Y | -17.0% | +227.9% | -244.9% | -54.9% |
| 10Y | +137.7% | +371.7% | -234.0% | -4.0% |
| All | +137.7% | +378.8% | -241.2% | -4.0% |
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