+84.7%
MCHP vs TW
+211.2%
-126.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +0.3% | -0.5% | +0.9% | +0.5% |
| 30D | -9.8% | -0.6% | -9.2% | -9.7% |
| 3M | -19.7% | +3.4% | -23.1% | -21.9% |
| 6M | +13.6% | -18.4% | +32.0% | +20.6% |
| YTD | +16.5% | -3.9% | +20.4% | +14.8% |
| 1Y | +15.7% | -13.3% | +29.0% | +18.8% |
| 3Y | 0.0% | +20.8% | -20.9% | -13.8% |
| 5Y | +4.4% | +20.3% | -15.9% | -12.5% |
| All | +84.7% | +211.2% | -126.5% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling