+41,709.6%
MCHP vs NEE
+5,412.8%
+36,296.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +0.3% | -0.5% | +0.9% | +0.5% |
| 30D | -9.8% | -1.7% | -8.1% | -9.2% |
| 3M | -19.7% | -1.8% | -17.9% | -19.3% |
| 6M | +13.6% | -8.8% | +22.4% | +16.9% |
| YTD | +16.5% | +5.2% | +11.3% | +13.8% |
| 1Y | +15.7% | +21.3% | -5.7% | +7.0% |
| 3Y | 0.0% | +35.2% | -35.2% | -13.8% |
| 5Y | +4.4% | +10.1% | -5.7% | -3.7% |
| 10Y | +201.4% | +253.2% | -51.8% | +89.0% |
| All | +41,709.6% | +5,412.8% | +36,296.8% | +13,425.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling