+35,221.4%
MCHP vs TXT
+1,015.6%
+34,205.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.3% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | -13.4% | +13.3% | -26.8% | -17.8% |
| 3M | -20.1% | -5.0% | -15.2% | -18.6% |
| 6M | -35.5% | -8.4% | -27.1% | -33.4% |
| YTD | -1.6% | -4.0% | +2.4% | -0.6% |
| 1Y | +15.5% | +2.8% | +12.7% | +13.6% |
| 3Y | -13.2% | +10.3% | -23.5% | -16.3% |
| 5Y | -17.5% | +9.2% | -26.6% | -19.4% |
| 10Y | +136.0% | +89.6% | +46.4% | +80.1% |
| All | +35,221.4% | +1,015.6% | +34,205.8% | +10,626.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling