+13,054.5%
TXN vs MCHP
+40,681.5%
-27,627.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | +2.7% | +0.3% | +2.3% | +2.5% |
| 30D | -6.7% | -9.8% | +3.0% | -1.8% |
| 3M | -8.9% | -19.7% | +10.8% | +1.2% |
| 6M | +34.7% | +13.6% | +21.1% | +26.5% |
| YTD | +53.3% | +16.5% | +36.8% | +42.1% |
| 1Y | +45.0% | +15.7% | +29.3% | +34.0% |
| 3Y | +73.1% | 0.0% | +73.2% | +64.7% |
| 5Y | +59.9% | +4.4% | +55.5% | +45.5% |
| 10Y | +415.7% | +201.4% | +214.3% | +171.2% |
| All | +13,054.5% | +40,681.5% | -27,627.0% | +2,023.0% |
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