+1,197.5%
MCHP vs TPR
+7,380.8%
-6,183.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.7% | -2.3% | +4.0% | +2.6% |
| 30D | -4.1% | -23.0% | +18.9% | +4.8% |
| 3M | -22.5% | -12.5% | -10.0% | -19.5% |
| 6M | +7.3% | -21.4% | +28.7% | +15.3% |
| YTD | +18.4% | -3.5% | +21.9% | +17.3% |
| 1Y | +18.1% | +17.4% | +0.8% | +8.2% |
| 3Y | -2.8% | +291.3% | -294.0% | -44.2% |
| 5Y | +5.5% | +241.9% | -236.4% | -37.8% |
| 10Y | +185.8% | +322.7% | -136.8% | +36.6% |
| All | +1,197.5% | +7,380.8% | -6,183.3% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling