+49.5%
TXN vs MCHP
+17.6%
+31.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.7% | +0.2% | +1.3% |
| 7D | +4.0% | 0.0% | +3.9% | +3.9% |
| 30D | -2.9% | -6.0% | +3.2% | +1.4% |
| 3M | -9.1% | -19.7% | +10.6% | +5.7% |
| 6M | +36.6% | +14.0% | +22.6% | +27.4% |
| YTD | +57.5% | +18.4% | +39.1% | +44.7% |
| 1Y | +49.5% | +17.1% | +32.4% | +37.6% |
| All | +49.5% | +17.6% | +31.9% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling