+3.0%
MCHP vs TRI
-10.0%
+13.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +1.9% | +3.3% |
| 7D | 0.0% | -7.9% | +7.9% | +1.7% |
| 30D | -6.0% | -4.5% | -1.5% | -5.5% |
| 3M | -19.7% | +22.1% | -41.8% | -25.3% |
| 6M | +14.0% | -2.8% | +16.8% | +13.9% |
| YTD | +18.4% | -23.4% | +41.8% | +34.8% |
| 1Y | +17.1% | -41.5% | +58.6% | +58.7% |
| 3Y | +0.7% | -19.2% | +19.9% | -0.4% |
| All | +3.0% | -10.0% | +13.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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