+3.0%
MCHP vs TXT
+14.1%
-11.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +1.8% |
| 7D | 0.0% | +2.5% | -2.4% | -1.9% |
| 30D | -6.0% | -8.9% | +2.8% | +1.3% |
| 3M | -19.7% | -13.6% | -6.1% | -10.1% |
| 6M | +14.0% | -13.1% | +27.1% | +27.0% |
| YTD | +18.4% | -7.0% | +25.4% | +22.7% |
| 1Y | +17.1% | -1.4% | +18.5% | +15.0% |
| 3Y | +0.7% | +7.0% | -6.2% | -11.3% |
| All | +3.0% | +14.1% | -11.1% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling