+75.1%
MCHP vs TXG
+24.6%
+50.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.2% |
| 7D | +0.3% | +9.1% | -8.8% | -2.2% |
| 30D | -9.8% | +14.9% | -24.6% | -13.6% |
| 3M | -19.7% | +120.0% | -139.7% | -36.7% |
| 6M | +13.6% | +221.8% | -208.2% | -21.2% |
| YTD | +16.5% | +312.6% | -296.0% | -25.6% |
| 1Y | +15.7% | +398.4% | -382.8% | -32.2% |
| 3Y | 0.0% | +42.1% | -42.1% | -24.0% |
| 5Y | +4.4% | -63.5% | +67.9% | +4.8% |
| All | +75.1% | +24.6% | +50.5% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling