+41,921.5%
MCHP vs TXT
+960.5%
+40,960.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | -12.8% | -11.1% | -1.8% | -8.6% |
| 3M | -19.2% | -13.0% | -6.2% | -14.7% |
| 6M | +14.5% | -16.2% | +30.7% | +23.0% |
| YTD | +17.1% | -8.7% | +25.8% | +21.0% |
| 1Y | +15.3% | -3.8% | +19.1% | +16.6% |
| 3Y | +0.5% | +5.5% | -5.1% | -1.3% |
| 5Y | +6.1% | +12.3% | -6.2% | +2.9% |
| 10Y | +192.2% | +97.4% | +94.8% | +120.9% |
| All | +41,921.5% | +960.5% | +40,960.9% | +12,949.5% |
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