+41,709.6%
MCHP vs NI
+2,714.8%
+38,994.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.3% | +1.3% | -0.9% | -0.2% |
| 30D | -9.8% | -0.3% | -9.5% | -9.7% |
| 3M | -19.7% | -9.5% | -10.2% | -16.8% |
| 6M | +13.6% | -10.2% | +23.8% | +17.9% |
| YTD | +16.5% | +1.8% | +14.8% | +15.0% |
| 1Y | +15.7% | +5.7% | +10.0% | +12.2% |
| 3Y | 0.0% | +69.6% | -69.7% | -20.5% |
| 5Y | +4.4% | +95.8% | -91.4% | -22.3% |
| 10Y | +201.4% | +145.1% | +56.3% | +100.8% |
| All | +41,709.6% | +2,714.8% | +38,994.8% | +11,862.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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