+87.7%
MCHP vs TW
+206.7%
-119.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.0% |
| 7D | 0.0% | -4.5% | +4.5% | +1.6% |
| 30D | -6.0% | -2.3% | -3.8% | -5.4% |
| 3M | -19.7% | +2.6% | -22.3% | -21.7% |
| 6M | +14.0% | -17.5% | +31.6% | +20.4% |
| YTD | +18.4% | -5.3% | +23.7% | +17.3% |
| 1Y | +17.1% | -14.8% | +31.9% | +20.9% |
| 3Y | +0.7% | +18.8% | -18.1% | -12.7% |
| 5Y | +5.1% | +20.7% | -15.6% | -12.2% |
| All | +87.7% | +206.7% | -119.0% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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