+6.1%
MCHP vs TPR
+230.0%
-223.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | +0.7% |
| 7D | +2.8% | -3.4% | +6.1% | +4.4% |
| 30D | -12.8% | -27.3% | +14.5% | +0.2% |
| 3M | -19.2% | -16.2% | -3.0% | -13.7% |
| 6M | +14.5% | -17.9% | +32.4% | +22.3% |
| YTD | +17.1% | -7.1% | +24.2% | +16.6% |
| 1Y | +15.3% | +13.6% | +1.7% | +2.8% |
| 3Y | +0.5% | +293.7% | -293.3% | -54.7% |
| 5Y | +6.1% | +239.1% | -233.0% | -50.1% |
| All | +6.1% | +230.0% | -223.9% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling