+29.9%
MCHP vs NOC
-7.1%
+37.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.5% | +1.2% | -3.7% |
| 7D | -5.4% | -5.0% | -0.4% | -5.8% |
| 30D | -7.5% | +10.3% | -17.9% | -6.5% |
| 3M | -6.0% | -4.3% | -1.7% | -6.1% |
| 6M | -20.1% | -6.5% | -13.6% | -19.4% |
| YTD | +20.2% | -6.7% | +27.0% | +13.7% |
| 1Y | +29.9% | -7.5% | +37.4% | +23.5% |
| All | +29.9% | -7.1% | +37.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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