+285.0%
TSM vs MCHP
+5.4%
+279.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.1% |
| 3M | +2.0% | -19.7% | +21.7% | +12.2% |
| 6M | +25.5% | +13.6% | +11.9% | +15.8% |
| YTD | +44.0% | +16.5% | +27.5% | +30.1% |
| 1Y | +75.4% | +15.7% | +59.7% | +57.8% |
| 3Y | +406.7% | 0.0% | +406.8% | +364.7% |
| 5Y | +285.0% | +4.4% | +280.6% | +228.1% |
| All | +285.0% | +5.4% | +279.6% | +228.1% |
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 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