-0.6%
MCHP vs TRV
+157.5%
-158.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -2.1% | -1.5% | -0.6% | -1.8% |
| 30D | -11.1% | -1.8% | -9.3% | -10.8% |
| 3M | -18.1% | +21.6% | -39.7% | -22.9% |
| 6M | +10.8% | +22.5% | -11.7% | +3.8% |
| YTD | +14.2% | +28.1% | -13.9% | +5.4% |
| 1Y | +13.5% | +37.0% | -23.6% | +2.0% |
| 3Y | -2.0% | +141.9% | -143.9% | -29.0% |
| All | -0.6% | +157.5% | -158.1% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling