+17.1%
MCHP vs TTMI
+155.3%
-138.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +2.7% |
| 7D | 0.0% | +0.7% | -0.6% | -0.2% |
| 30D | -6.0% | -8.4% | +2.4% | -4.1% |
| 3M | -19.7% | -32.5% | +12.8% | -11.8% |
| 6M | +14.0% | +32.5% | -18.5% | +9.0% |
| YTD | +18.4% | +83.2% | -64.8% | +4.9% |
| 1Y | +17.1% | +161.7% | -144.6% | -1.5% |
| All | +17.1% | +155.3% | -138.2% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling