+1,643.1%
TSM vs MCHP
+134.0%
+1,509.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.4% |
| 7D | +6.2% | +5.7% | +0.5% | +3.3% |
| 30D | -7.3% | -13.4% | +6.2% | -1.1% |
| 3M | -7.1% | -20.1% | +13.0% | +2.8% |
| 6M | +0.2% | -35.5% | +35.8% | +21.8% |
| YTD | +32.2% | -1.6% | +33.8% | +28.2% |
| 1Y | +42.8% | +15.5% | +27.3% | +26.9% |
| 3Y | +330.4% | -13.2% | +343.6% | +311.9% |
| 5Y | +263.9% | -17.5% | +281.4% | +246.2% |
| All | +1,643.1% | +134.0% | +1,509.1% | +869.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling