-2.8%
MCHP vs TW
+20.3%
-23.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -2.1% | -2.7% | +0.6% | -1.9% |
| 30D | -11.1% | -1.7% | -9.4% | -11.0% |
| 3M | -18.1% | +1.6% | -19.7% | -18.7% |
| 6M | +10.8% | -17.7% | +28.5% | +15.1% |
| YTD | +14.2% | -4.3% | +18.6% | +13.6% |
| 1Y | +13.5% | -13.1% | +26.6% | +15.9% |
| All | -2.8% | +20.3% | -23.1% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling