+17.1%
MCHP vs NOC
-9.0%
+26.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | 0.0% | +0.8% | -0.7% | +0.1% |
| 30D | -6.0% | -9.7% | +3.7% | -6.4% |
| 3M | -19.7% | -5.6% | -14.0% | -19.3% |
| 6M | +14.0% | -28.6% | +42.6% | +19.2% |
| YTD | +18.4% | -7.9% | +26.3% | +11.8% |
| 1Y | +17.1% | -9.5% | +26.6% | +11.3% |
| All | +17.1% | -9.0% | +26.1% | +11.3% |
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