+407.0%
TSM vs MCHP
-1.6%
+408.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +4.8% | +0.3% | +4.4% | +4.6% |
| 30D | +4.0% | -9.8% | +13.8% | +8.5% |
| 3M | +2.0% | -19.7% | +21.7% | +11.1% |
| 6M | +25.5% | +13.6% | +11.9% | +17.6% |
| YTD | +44.0% | +16.5% | +27.5% | +32.5% |
| 1Y | +75.4% | +15.7% | +59.7% | +61.0% |
| All | +407.0% | -1.6% | +408.5% | +389.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling