-36.6%
MCHP vs TPR
-0.6%
-36.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.1% |
| 7D | -17.5% | +6.4% | -23.9% | -17.7% |
| 30D | -15.8% | +13.8% | -29.6% | -17.1% |
| 3M | -22.9% | -16.6% | -6.2% | -19.7% |
| 6M | -36.6% | +0.7% | -37.2% | -37.9% |
| All | -36.6% | -0.6% | -36.0% | -37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling