-2.8%
MCHP vs NEE
+34.5%
-37.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -2.1% | -1.9% | -0.2% | -1.7% |
| 30D | -11.1% | -3.1% | -8.0% | -10.5% |
| 3M | -18.1% | -2.4% | -15.7% | -17.7% |
| 6M | +10.8% | -8.6% | +19.4% | +12.7% |
| YTD | +14.2% | +4.9% | +9.3% | +12.7% |
| 1Y | +13.5% | +19.4% | -5.9% | +8.7% |
| All | -2.8% | +34.5% | -37.4% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling