+199.5%
MCHP vs TSN
-4.9%
+204.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | 0.0% | +3.0% | -3.0% | -1.0% |
| 30D | -6.0% | -4.2% | -1.8% | -4.9% |
| 3M | -19.7% | -3.9% | -15.8% | -19.3% |
| 6M | +14.0% | -9.8% | +23.9% | +16.5% |
| YTD | +18.4% | -7.3% | +25.7% | +19.3% |
| 1Y | +17.1% | -2.2% | +19.3% | +15.1% |
| 3Y | +0.7% | +11.9% | -11.2% | -8.2% |
| 5Y | +5.1% | -16.9% | +22.0% | +6.8% |
| All | +199.5% | -4.9% | +204.4% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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