+3.0%
MCHP vs TTMI
+830.4%
-827.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +2.3% |
| 7D | 0.0% | +0.7% | -0.6% | -0.3% |
| 30D | -6.0% | -8.4% | +2.4% | -3.4% |
| 3M | -19.7% | -32.5% | +12.8% | -7.9% |
| 6M | +14.0% | +32.5% | -18.5% | -2.4% |
| YTD | +18.4% | +83.2% | -64.8% | -15.3% |
| 1Y | +17.1% | +161.7% | -144.6% | -32.0% |
| 3Y | +0.7% | +890.1% | -889.4% | -71.8% |
| All | +3.0% | +830.4% | -827.4% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling