-5.9%
TLT vs MCHP
+13.2%
-19.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.5% |
| 30D | -1.3% | -11.1% | +9.8% | -1.2% |
| 3M | -3.7% | -18.1% | +14.4% | -3.6% |
| 6M | -6.4% | +10.8% | -17.1% | -6.0% |
| YTD | -4.5% | +14.2% | -18.7% | -4.0% |
| 1Y | -5.9% | +13.5% | -19.3% | -6.2% |
| All | -5.9% | +13.2% | -19.0% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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