+41,921.5%
MCHP vs NEM
+499.5%
+41,422.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | +2.8% | +3.9% | -1.1% | +2.4% |
| 30D | -12.8% | +12.7% | -25.6% | -13.8% |
| 3M | -19.2% | +28.7% | -47.9% | -21.0% |
| 6M | +14.5% | +9.8% | +4.8% | +13.4% |
| YTD | +17.1% | +28.1% | -11.0% | +14.5% |
| 1Y | +15.3% | +69.3% | -54.0% | +10.1% |
| 3Y | +0.5% | +247.7% | -247.2% | -9.4% |
| 5Y | +6.1% | +153.4% | -147.3% | -3.1% |
| 10Y | +192.2% | +291.3% | -99.0% | +159.2% |
| All | +41,921.5% | +499.5% | +41,422.0% | +36,051.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling