-34.5%
TLT vs MCHP
-18.8%
-15.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -3.1% | +5.7% | -8.8% | -3.2% |
| 30D | +1.0% | -13.4% | +14.5% | +1.2% |
| 3M | -2.7% | -20.1% | +17.4% | -2.5% |
| 6M | -4.1% | -35.5% | +31.4% | -3.8% |
| YTD | -5.4% | -1.6% | -3.8% | -5.4% |
| 1Y | -7.0% | +15.5% | -22.5% | -7.2% |
| 3Y | +2.8% | -13.2% | +16.0% | +2.5% |
| All | -34.5% | -18.8% | -15.7% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling