+131.2%
TLT vs MCHP
+1,137.5%
-1,006.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.3% |
| 7D | -0.4% | +1.7% | -2.1% | -0.3% |
| 30D | -0.6% | -4.1% | +3.5% | -0.8% |
| 3M | -2.7% | -22.5% | +19.8% | -4.3% |
| 6M | -5.6% | +7.3% | -12.9% | -4.6% |
| YTD | -2.8% | +18.4% | -21.2% | -0.8% |
| 1Y | -1.4% | +18.1% | -19.6% | +0.8% |
| 3Y | -1.6% | -2.8% | +1.2% | +0.3% |
| 5Y | -33.8% | +5.5% | -39.3% | -31.0% |
| 10Y | -21.1% | +185.8% | -207.0% | -3.2% |
| All | +131.2% | +1,137.5% | -1,006.3% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling