+1.4%
MCHP vs NOC
+57.3%
-55.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.0% |
| 7D | -2.1% | -1.8% | -0.3% | -2.1% |
| 30D | -11.1% | -9.4% | -1.7% | -10.9% |
| 3M | -18.1% | -3.8% | -14.2% | -18.0% |
| 6M | +10.8% | -28.8% | +39.5% | +12.8% |
| YTD | +14.2% | -7.9% | +22.1% | +14.2% |
| 1Y | +13.5% | -9.0% | +22.5% | +13.5% |
| 3Y | -2.0% | +29.1% | -31.1% | -4.5% |
| 5Y | +1.4% | +58.9% | -57.6% | +2.6% |
| All | +1.4% | +57.3% | -55.9% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling