+3.0%
MCHP vs NEM
+155.2%
-152.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.5% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | -6.0% | +7.8% | -13.9% | -8.1% |
| 3M | -19.7% | +30.2% | -49.9% | -25.4% |
| 6M | +14.0% | +9.6% | +4.4% | +10.0% |
| YTD | +18.4% | +27.8% | -9.4% | +9.7% |
| 1Y | +17.1% | +60.7% | -43.6% | +2.0% |
| 3Y | +0.7% | +245.3% | -244.6% | -28.6% |
| All | +3.0% | +155.2% | -152.2% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling