+17.1%
MCHP vs TRU
-13.7%
+30.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.7% |
| 7D | 0.0% | -2.7% | +2.8% | 0.0% |
| 30D | -6.0% | -2.0% | -4.0% | -6.1% |
| 3M | -19.7% | +18.4% | -38.1% | -20.7% |
| 6M | +14.0% | +8.9% | +5.2% | +13.1% |
| YTD | +18.4% | -8.9% | +27.4% | +19.0% |
| 1Y | +17.1% | -15.9% | +33.0% | +16.2% |
| All | +17.1% | -13.7% | +30.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling