+13,634.3%
TSM vs MCHP
+1,865.4%
+11,769.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.4% | +2.2% |
| 7D | +2.7% | +1.7% | +1.0% | +1.9% |
| 30D | +3.6% | -4.1% | +7.7% | +4.8% |
| 3M | -3.4% | -22.5% | +19.1% | +8.2% |
| 6M | +20.6% | +7.3% | +13.3% | +14.3% |
| YTD | +41.9% | +18.4% | +23.5% | +27.2% |
| 1Y | +84.4% | +18.1% | +66.2% | +63.9% |
| 3Y | +380.2% | -2.8% | +383.0% | +337.9% |
| 5Y | +275.3% | +5.5% | +269.8% | +220.7% |
| 10Y | +1,751.4% | +185.8% | +1,565.6% | +803.2% |
| All | +13,634.3% | +1,865.4% | +11,769.0% | +3,711.1% |
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 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