+871.1%
MCHP vs TRI
+509.5%
+361.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +1.9% | +2.9% |
| 7D | 0.0% | -7.9% | +7.9% | +3.9% |
| 30D | -6.0% | -4.5% | -1.5% | -4.8% |
| 3M | -19.7% | +22.1% | -41.8% | -30.3% |
| 6M | +14.0% | -2.8% | +16.8% | +8.2% |
| YTD | +18.4% | -23.4% | +41.8% | +24.7% |
| 1Y | +17.1% | -41.5% | +58.6% | +43.6% |
| 3Y | +0.7% | -19.2% | +19.9% | +0.2% |
| 5Y | +5.1% | -9.4% | +14.5% | -2.1% |
| 10Y | +206.3% | +195.6% | +10.7% | +50.0% |
| All | +871.1% | +509.5% | +361.6% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling