+0.7%
MCHP vs NRG
+203.5%
-202.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.0% | +3.1% |
| 7D | 0.0% | -4.7% | +4.7% | +1.6% |
| 30D | -6.0% | -6.0% | -0.1% | -4.3% |
| 3M | -19.7% | -8.0% | -11.7% | -18.7% |
| 6M | +14.0% | -23.2% | +37.2% | +21.7% |
| YTD | +18.4% | -28.1% | +46.5% | +28.2% |
| 1Y | +17.1% | -27.3% | +44.4% | +25.7% |
| 3Y | +0.7% | +208.7% | -207.9% | -41.7% |
| All | +0.7% | +203.5% | -202.8% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 3y: compounded portfolio wealth divided by compounded NRG 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…
3y analysis · Full analysis span regression · 6 months rolling