+6.0%
MCHP vs NET
+112.9%
-106.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.9% |
| 7D | +1.7% | -7.0% | +8.7% | +3.4% |
| 30D | -4.1% | -4.8% | +0.7% | -3.3% |
| 3M | -22.5% | +3.8% | -26.3% | -23.6% |
| 6M | +7.3% | +50.0% | -42.8% | -5.4% |
| YTD | +18.4% | +41.5% | -23.1% | +4.5% |
| 1Y | +18.1% | +32.8% | -14.7% | +5.4% |
| 3Y | -2.8% | +335.9% | -338.7% | -37.0% |
| All | +6.0% | +112.9% | -106.9% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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