+199.5%
MCHP vs TRV
+306.9%
-107.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +2.7% |
| 7D | 0.0% | +1.9% | -1.9% | -0.9% |
| 30D | -6.0% | +1.7% | -7.7% | -6.9% |
| 3M | -19.7% | +23.9% | -43.6% | -28.8% |
| 6M | +14.0% | +26.3% | -12.2% | -0.4% |
| YTD | +18.4% | +30.8% | -12.4% | +1.3% |
| 1Y | +17.1% | +36.3% | -19.2% | -2.4% |
| 3Y | +0.7% | +145.0% | -144.3% | -41.8% |
| 5Y | +5.1% | +163.9% | -158.8% | -43.6% |
| All | +199.5% | +306.9% | -107.5% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling