+136.1%
MCHP vs TT
+737.0%
-601.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | +0.1% |
| 7D | -4.3% | +8.1% | -12.3% | -9.7% |
| 30D | -16.3% | -11.3% | -5.0% | -8.7% |
| 3M | -21.4% | -11.2% | -10.2% | -14.3% |
| 6M | -35.8% | -8.9% | -26.9% | -30.8% |
| YTD | -0.9% | +9.7% | -10.6% | -7.6% |
| 1Y | +14.5% | +1.3% | +13.3% | +13.1% |
| 3Y | -13.7% | +93.4% | -107.0% | -47.6% |
| 5Y | -16.9% | +133.5% | -150.5% | -57.2% |
| All | +136.1% | +737.0% | -601.0% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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