+17.1%
MCHP vs TXG
+453.6%
-436.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.3% | +3.1% |
| 7D | 0.0% | +9.5% | -9.4% | -1.6% |
| 30D | -6.0% | +18.8% | -24.8% | -9.0% |
| 3M | -19.7% | +136.1% | -155.8% | -29.8% |
| 6M | +14.0% | +235.2% | -221.2% | -4.1% |
| YTD | +18.4% | +320.5% | -302.1% | -2.5% |
| 1Y | +17.1% | +425.2% | -408.1% | -6.7% |
| All | +17.1% | +453.6% | -436.5% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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