+199.5%
MCHP vs NEE
+251.4%
-51.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | 0.0% | -1.3% | +1.4% | +0.6% |
| 30D | -6.0% | -3.3% | -2.7% | -4.7% |
| 3M | -19.7% | -2.3% | -17.4% | -19.0% |
| 6M | +14.0% | -8.9% | +22.9% | +18.2% |
| YTD | +18.4% | +4.8% | +13.7% | +15.1% |
| 1Y | +17.1% | +18.7% | -1.6% | +7.1% |
| 3Y | +0.7% | +33.2% | -32.5% | -16.5% |
| 5Y | +5.1% | +10.9% | -5.8% | -5.6% |
| All | +199.5% | +251.4% | -51.9% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 10y: compounded portfolio wealth divided by compounded NEE 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…
10y analysis · Full analysis span regression · 6 months rolling