-2.8%
MCHP vs NSC
+75.0%
-77.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.2% |
| 30D | -11.1% | -3.4% | -7.7% | -9.2% |
| 3M | -18.1% | +5.1% | -23.2% | -22.0% |
| 6M | +10.8% | +9.2% | +1.6% | +2.0% |
| YTD | +14.2% | +13.4% | +0.8% | +2.2% |
| 1Y | +13.5% | +20.8% | -7.3% | -3.1% |
| All | -2.8% | +75.0% | -77.9% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling