+3.0%
MCHP vs TSCO
-11.8%
+14.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.3% |
| 7D | 0.0% | -5.7% | +5.7% | +2.5% |
| 30D | -6.0% | -8.8% | +2.7% | -2.5% |
| 3M | -19.7% | +6.3% | -26.0% | -22.4% |
| 6M | +14.0% | -32.3% | +46.3% | +35.5% |
| YTD | +18.4% | -32.7% | +51.1% | +40.3% |
| 1Y | +17.1% | -43.7% | +60.8% | +52.2% |
| 3Y | +0.7% | -19.7% | +20.4% | +5.3% |
| All | +3.0% | -11.8% | +14.8% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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