-17.0%
MCHP vs TPR
+238.0%
-255.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.7% |
| 7D | -17.5% | +6.4% | -23.9% | -20.3% |
| 30D | -15.8% | +13.8% | -29.6% | -21.4% |
| 3M | -22.9% | -16.6% | -6.2% | -17.6% |
| 6M | -36.6% | +0.7% | -37.2% | -38.6% |
| YTD | -0.8% | +5.3% | -6.2% | -7.8% |
| 1Y | +16.5% | +32.4% | -15.8% | -3.7% |
| 3Y | -13.6% | +406.4% | -420.0% | -66.1% |
| 5Y | -17.0% | +227.9% | -244.9% | -61.8% |
| All | -17.0% | +238.0% | -255.0% | -61.8% |
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