+18.1%
MCHP vs NEM
+73.9%
-55.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.0% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | -4.1% | +23.1% | -27.2% | -10.7% |
| 3M | -22.5% | +18.5% | -41.0% | -27.5% |
| 6M | +7.3% | +7.8% | -0.5% | +1.9% |
| YTD | +18.4% | +29.1% | -10.7% | +8.2% |
| 1Y | +18.1% | +72.7% | -54.5% | +5.0% |
| All | +18.1% | +73.9% | -55.8% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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