+41,921.5%
MCHP vs NSC
+3,213.6%
+38,707.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +2.8% | -1.5% | +4.3% | +3.5% |
| 30D | -12.8% | -1.9% | -10.9% | -12.1% |
| 3M | -19.2% | +6.2% | -25.4% | -22.0% |
| 6M | +14.5% | +9.2% | +5.4% | +9.1% |
| YTD | +17.1% | +15.0% | +2.1% | +8.8% |
| 1Y | +15.3% | +21.1% | -5.8% | +4.6% |
| 3Y | +0.5% | +78.6% | -78.1% | -24.0% |
| 5Y | +6.1% | +45.9% | -39.8% | -12.3% |
| 10Y | +192.2% | +326.9% | -134.6% | +54.4% |
| All | +41,921.5% | +3,213.6% | +38,707.9% | +9,352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling