+1,757.1%
TSM vs MCHP
+196.2%
+1,560.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.7% |
| 7D | +2.6% | -2.1% | +4.7% | +3.7% |
| 30D | +1.4% | -11.1% | +12.5% | +7.4% |
| 3M | +5.0% | -18.1% | +23.0% | +14.6% |
| 6M | +24.0% | +10.8% | +13.2% | +15.4% |
| YTD | +41.6% | +14.2% | +27.3% | +28.6% |
| 1Y | +66.2% | +13.5% | +52.7% | +50.1% |
| 3Y | +398.2% | -2.0% | +400.2% | +352.8% |
| 5Y | +277.6% | +1.4% | +276.2% | +225.6% |
| All | +1,757.1% | +196.2% | +1,560.9% | +783.7% |
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 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