+199.5%
MCHP vs NSC
+332.1%
-132.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.3% |
| 7D | 0.0% | -2.8% | +2.8% | +2.0% |
| 30D | -6.0% | -4.5% | -1.5% | -3.1% |
| 3M | -19.7% | +3.5% | -23.2% | -22.6% |
| 6M | +14.0% | +8.5% | +5.5% | +6.1% |
| YTD | +18.4% | +12.3% | +6.1% | +7.3% |
| 1Y | +17.1% | +18.9% | -1.8% | +1.8% |
| 3Y | +0.7% | +74.1% | -73.4% | -34.5% |
| 5Y | +5.1% | +43.9% | -38.8% | -23.2% |
| All | +199.5% | +332.1% | -132.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling