+188.9%
MCHP vs TT
+954.8%
-765.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.3% |
| 7D | -2.1% | -1.0% | -1.1% | -1.4% |
| 30D | -11.1% | -8.9% | -2.2% | -4.9% |
| 3M | -18.1% | -1.8% | -16.2% | -16.6% |
| 6M | +10.8% | +1.9% | +8.9% | +9.9% |
| YTD | +14.2% | +13.8% | +0.4% | +3.7% |
| 1Y | +13.5% | +6.1% | +7.3% | +8.0% |
| 3Y | -2.0% | +119.6% | -121.6% | -46.0% |
| 5Y | +1.4% | +145.9% | -144.5% | -49.5% |
| All | +188.9% | +954.8% | -765.9% | -39.4% |
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